+121.6%
KRE vs PFG
+247.4%
-125.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -1.4% | -3.0% | +1.6% | +0.9% |
| 30D | -3.9% | +2.5% | -6.4% | -6.0% |
| 3M | +3.6% | +6.1% | -2.4% | -1.8% |
| 6M | +15.4% | +31.3% | -15.9% | -7.8% |
| YTD | +15.2% | +33.6% | -18.3% | -9.4% |
| 1Y | +16.5% | +48.5% | -32.1% | -16.0% |
| 3Y | +85.2% | +69.6% | +15.5% | +20.1% |
| 5Y | +33.1% | +111.5% | -78.4% | -27.6% |
| All | +121.6% | +247.4% | -125.8% | -23.0% |
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