+76.9%
PFE vs KEYS
+1,095.1%
-1,018.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | -2.7% | +4.4% | -7.1% | -3.4% |
| 30D | +3.8% | -2.2% | +6.1% | +4.1% |
| 3M | +10.4% | +0.5% | +9.8% | +9.4% |
| 6M | +6.3% | +22.4% | -16.1% | +0.9% |
| YTD | +17.4% | +64.1% | -46.7% | +4.1% |
| 1Y | +21.1% | +97.0% | -75.8% | +3.1% |
| 3Y | -1.6% | +152.0% | -153.6% | -22.1% |
| 5Y | -22.2% | +83.7% | -105.9% | -35.3% |
| 10Y | +32.9% | +997.9% | -965.0% | -27.5% |
| All | +76.9% | +1,095.1% | -1,018.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling