+116.1%
PG vs KEY
+172.4%
-56.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -1.5% | +0.7% | -0.7% |
| 30D | +0.8% | -3.7% | +4.5% | +1.2% |
| 3M | -1.3% | -1.3% | -0.1% | -1.2% |
| 6M | -3.8% | +13.3% | -17.1% | -5.0% |
| YTD | +3.6% | +9.0% | -5.3% | +2.6% |
| 1Y | -5.7% | +18.7% | -24.4% | -7.4% |
| 3Y | +1.6% | +125.3% | -123.7% | -8.0% |
| 5Y | +14.6% | +40.2% | -25.6% | +7.8% |
| All | +116.1% | +172.4% | -56.3% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling