+16.0%
KRE vs PCG
-1.5%
+17.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.8% |
| 7D | -1.1% | +6.5% | -7.5% | -1.6% |
| 30D | -3.4% | -16.7% | +13.3% | -1.7% |
| 3M | +3.7% | -14.2% | +17.9% | +4.9% |
| 6M | +14.8% | -21.5% | +36.2% | +17.8% |
| YTD | +14.7% | -11.2% | +25.8% | +14.8% |
| 1Y | +16.0% | -4.2% | +20.2% | +15.8% |
| All | +16.0% | -1.5% | +17.5% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling