+83.8%
KRE vs PFG
+184.0%
-100.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +0.7% | +2.4% | -1.6% | -1.1% |
| 30D | +6.1% | +5.9% | +0.3% | +1.3% |
| 3M | -5.9% | -0.4% | -5.5% | -6.2% |
| 6M | +9.6% | +14.8% | -5.2% | -2.8% |
| YTD | +14.2% | +31.9% | -17.7% | -9.6% |
| 1Y | +22.5% | +38.8% | -16.3% | -6.9% |
| 3Y | +90.4% | +82.4% | +8.0% | +16.2% |
| 5Y | +11.9% | +94.7% | -82.8% | -35.3% |
| All | +83.8% | +184.0% | -100.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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