+11.5%
KRE vs PBF
+441.3%
-429.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +0.3% | +4.3% | -4.0% | -0.3% |
| 30D | +5.0% | -21.8% | +26.8% | +8.1% |
| 3M | -5.7% | +1.7% | -7.5% | -6.8% |
| 6M | +7.5% | +69.8% | -62.3% | -2.0% |
| YTD | +13.8% | +167.7% | -153.9% | -5.6% |
| 1Y | +20.7% | +89.0% | -68.3% | +5.9% |
| 3Y | +90.1% | +78.8% | +11.3% | +59.5% |
| 5Y | +11.5% | +415.4% | -403.9% | -21.8% |
| All | +11.5% | +441.3% | -429.8% | -21.8% |
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