+33.0%
KRE vs PCG
+61.3%
-28.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.3% |
| 7D | +2.3% | +5.4% | -3.1% | +0.6% |
| 30D | -2.5% | -15.1% | +12.6% | +1.4% |
| 3M | +6.2% | -9.8% | +16.0% | +8.0% |
| 6M | +15.8% | -18.0% | +33.8% | +21.3% |
| YTD | +16.0% | -7.2% | +23.2% | +16.0% |
| 1Y | +16.2% | +2.9% | +13.3% | +11.5% |
| 3Y | +86.4% | -11.1% | +97.5% | +85.7% |
| 5Y | +33.0% | +61.8% | -28.8% | +7.8% |
| All | +33.0% | +61.3% | -28.3% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling