+79.6%
KRE vs PENG
+762.7%
-683.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.6% |
| 7D | +1.3% | +4.5% | -3.2% | +0.5% |
| 30D | -2.7% | -7.1% | +4.4% | -1.7% |
| 3M | +8.2% | -27.3% | +35.5% | +10.5% |
| 6M | +12.8% | +169.6% | -156.8% | -12.1% |
| YTD | +17.5% | +164.6% | -147.1% | -8.6% |
| 1Y | +16.6% | +109.5% | -92.9% | -5.8% |
| 3Y | +79.5% | +98.9% | -19.5% | +35.1% |
| 5Y | +32.4% | +116.3% | -83.8% | -5.8% |
| All | +79.6% | +762.7% | -683.1% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling