+30.9%
KRE vs PBF
+817.4%
-786.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -1.1% | +1.4% | -2.4% | -1.3% |
| 30D | -3.4% | +15.8% | -19.2% | -5.6% |
| 3M | +3.7% | +90.3% | -86.6% | -6.4% |
| 6M | +14.8% | +102.8% | -88.1% | +1.1% |
| YTD | +14.7% | +187.3% | -172.7% | -5.6% |
| 1Y | +16.0% | +161.8% | -145.8% | -4.0% |
| 3Y | +84.3% | +55.5% | +28.8% | +59.0% |
| 5Y | +30.9% | +801.9% | -771.0% | -20.4% |
| All | +30.9% | +817.4% | -786.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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