+11.4%
KRE vs PENG
+56.5%
-45.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.0% |
| 7D | +0.7% | +13.2% | -12.5% | -1.1% |
| 30D | +6.1% | -29.9% | +36.1% | +10.1% |
| 3M | -5.9% | -22.2% | +16.3% | -4.8% |
| 6M | +9.6% | -1.9% | +11.5% | +2.3% |
| YTD | +14.2% | +142.1% | -127.9% | -12.6% |
| 1Y | +22.5% | +151.5% | -129.0% | -7.1% |
| 3Y | +90.4% | +206.9% | -116.6% | +29.1% |
| All | +11.4% | +56.5% | -45.1% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling