+86.8%
KRE vs PFG
+68.9%
+17.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.2% |
| 7D | +2.3% | +6.0% | -3.7% | -2.6% |
| 30D | -2.5% | +2.2% | -4.7% | -4.4% |
| 3M | +6.2% | +10.4% | -4.1% | -2.7% |
| 6M | +15.8% | +27.8% | -12.0% | -6.4% |
| YTD | +16.0% | +33.6% | -17.6% | -10.0% |
| 1Y | +16.2% | +49.3% | -33.1% | -18.5% |
| All | +86.8% | +68.9% | +17.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling