+149.8%
KRE vs PCG
-46.4%
+196.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | +5.9% | +0.8% | +5.2% | +5.8% |
| 3M | -3.3% | -22.0% | +18.7% | -0.1% |
| 6M | +5.8% | -17.1% | +22.9% | +8.2% |
| YTD | +14.7% | -16.9% | +31.6% | +17.0% |
| 1Y | +22.0% | -19.1% | +41.1% | +24.9% |
| 3Y | +91.6% | -19.4% | +111.1% | +95.4% |
| 5Y | +13.0% | +9.0% | +4.0% | +9.3% |
| 10Y | +94.0% | -76.2% | +170.1% | +143.3% |
| All | +149.8% | -46.4% | +196.2% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling