+13.4%
PG vs KEYS
+87.1%
-73.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.5% |
| 7D | -0.8% | +3.5% | -4.3% | -0.9% |
| 30D | +0.8% | -4.5% | +5.3% | +1.0% |
| 3M | -1.3% | -0.4% | -0.9% | -1.5% |
| 6M | -3.8% | +19.1% | -23.0% | -5.0% |
| YTD | +3.6% | +66.7% | -63.0% | +0.4% |
| 1Y | -5.7% | +96.5% | -102.2% | -9.8% |
| 3Y | +1.6% | +155.2% | -153.6% | -6.7% |
| All | +13.4% | +87.1% | -73.7% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling