+76.2%
KRE vs PENG
+661.7%
-585.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.5% | +0.2% |
| 7D | -0.4% | -3.8% | +3.4% | -0.7% |
| 30D | +6.4% | -40.1% | +46.5% | +13.9% |
| 3M | -3.1% | -21.8% | +18.7% | -1.8% |
| 6M | +6.4% | +3.3% | +3.0% | -1.9% |
| YTD | +15.3% | +133.6% | -118.3% | -10.8% |
| 1Y | +23.3% | +110.7% | -87.4% | -3.0% |
| 3Y | +93.6% | +204.3% | -110.6% | +34.2% |
| 5Y | +13.2% | +54.4% | -41.2% | -16.2% |
| All | +76.2% | +661.7% | -585.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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