+155.8%
KRE vs PFG
+307.9%
-152.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.3% |
| 7D | +1.3% | +5.5% | -4.2% | -1.7% |
| 30D | -2.7% | +2.4% | -5.0% | -4.0% |
| 3M | +8.2% | +13.6% | -5.4% | +0.8% |
| 6M | +12.8% | +27.9% | -15.1% | -1.3% |
| YTD | +17.5% | +35.6% | -18.1% | -0.3% |
| 1Y | +16.6% | +48.5% | -31.9% | -5.7% |
| 3Y | +79.5% | +66.9% | +12.6% | +37.7% |
| 5Y | +32.4% | +111.0% | -78.5% | -9.0% |
| 10Y | +124.1% | +244.5% | -120.4% | +22.1% |
| All | +155.8% | +307.9% | -152.1% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling