+4,006.0%
PG vs KEY
+1,050.5%
+2,955.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.9% | +2.2% | -0.4% | +1.5% |
| 30D | -0.2% | -3.0% | +2.8% | +0.2% |
| 3M | +4.8% | +3.3% | +1.5% | +4.3% |
| 6M | -6.1% | +9.2% | -15.3% | -7.3% |
| YTD | +4.5% | +10.6% | -6.2% | +2.7% |
| 1Y | -5.3% | +20.4% | -25.7% | -8.1% |
| 3Y | +2.6% | +121.8% | -119.3% | -10.6% |
| 5Y | +15.6% | +41.1% | -25.5% | +4.6% |
| 10Y | +118.0% | +168.5% | -50.5% | +68.1% |
| All | +4,006.0% | +1,050.5% | +2,955.5% | +1,629.6% |
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