+82.1%
KRE vs PCG
-21.6%
+103.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | +4.8% | +1.4% | +3.4% | +4.4% |
| 3M | -5.1% | -23.4% | +18.3% | +0.3% |
| 6M | +3.3% | -19.4% | +22.7% | +7.0% |
| YTD | +13.3% | -18.5% | +31.8% | +16.4% |
| 1Y | +22.9% | -19.5% | +42.4% | +26.6% |
| 3Y | +82.1% | -21.0% | +103.1% | +79.5% |
| All | +82.1% | -21.6% | +103.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling