+4,642.6%
PG vs KEY
+1,006.4%
+3,636.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | +10.5% | +7.1% | +3.4% | +9.5% |
| 3M | +17.4% | -5.9% | +23.3% | +18.3% |
| 6M | +18.4% | +2.2% | +16.2% | +17.9% |
| YTD | +20.7% | +6.4% | +14.2% | +19.3% |
| 1Y | +16.8% | +24.8% | -7.9% | +12.9% |
| 3Y | +20.1% | +125.2% | -105.1% | +4.7% |
| 5Y | +30.4% | +13.0% | +17.5% | +22.1% |
| 10Y | +163.7% | +98.5% | +65.2% | +113.2% |
| All | +4,642.6% | +1,006.4% | +3,636.1% | +1,907.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling