+103.1%
KRE vs PCAR
+326.7%
-223.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -1.9% | -0.8% |
| 7D | -0.4% | +2.9% | -3.3% | -2.4% |
| 30D | +6.4% | -2.1% | +8.6% | +7.8% |
| 3M | -3.1% | -20.4% | +17.3% | +12.9% |
| 6M | +6.4% | -7.0% | +13.3% | +10.3% |
| YTD | +15.3% | -2.6% | +18.0% | +14.7% |
| 1Y | +23.3% | +9.8% | +13.5% | +12.3% |
| 3Y | +93.6% | +37.3% | +56.4% | +43.2% |
| 5Y | +13.2% | +116.4% | -103.2% | -42.0% |
| 10Y | +103.1% | +293.0% | -189.8% | -27.4% |
| All | +103.1% | +326.7% | -223.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling