+82.1%
KRE vs PENG
+184.4%
-102.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.5% | -1.3% |
| 7D | +0.3% | -19.4% | +19.7% | +1.8% |
| 30D | +4.8% | -42.4% | +47.2% | +9.8% |
| 3M | -5.1% | -25.6% | +20.6% | -3.9% |
| 6M | +3.3% | +7.3% | -4.0% | -5.2% |
| YTD | +13.3% | +113.9% | -100.5% | -9.6% |
| 1Y | +22.9% | +93.6% | -70.7% | -0.3% |
| 3Y | +82.1% | +170.2% | -88.1% | +11.3% |
| All | +82.1% | +184.4% | -102.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling