+31.7%
KRE vs PFG
+111.0%
-79.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -4.5% | +2.9% | -7.4% | -7.0% |
| 3M | +2.7% | +6.7% | -4.0% | -3.4% |
| 6M | +16.9% | +33.8% | -16.9% | -9.2% |
| YTD | +15.4% | +35.0% | -19.6% | -11.3% |
| 1Y | +16.1% | +46.4% | -30.3% | -16.9% |
| 3Y | +85.7% | +71.7% | +14.1% | +15.3% |
| All | +31.7% | +111.0% | -79.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling