+10.9%
KRE vs PENG
+42.1%
-31.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.5% | -1.8% |
| 7D | +0.3% | -19.4% | +19.7% | +2.5% |
| 30D | +4.8% | -42.4% | +47.2% | +11.6% |
| 3M | -5.1% | -25.6% | +20.6% | -3.4% |
| 6M | +3.3% | +7.3% | -4.0% | -6.1% |
| YTD | +13.3% | +113.9% | -100.5% | -11.6% |
| 1Y | +22.9% | +93.6% | -70.7% | -2.5% |
| 3Y | +82.1% | +170.2% | -88.1% | +25.9% |
| All | +10.9% | +42.1% | -31.2% | -20.4% |
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