+83.8%
KRE vs PFGC
+351.0%
-267.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +0.7% | +3.4% | -2.7% | -0.4% |
| 30D | +6.1% | +16.9% | -10.8% | +0.1% |
| 3M | -5.9% | +6.4% | -12.3% | -8.4% |
| 6M | +9.6% | +16.0% | -6.4% | +3.1% |
| YTD | +14.2% | +23.6% | -9.4% | +4.1% |
| 1Y | +22.5% | +16.6% | +5.9% | +14.0% |
| 3Y | +90.4% | +82.3% | +8.1% | +51.5% |
| 5Y | +11.9% | +138.7% | -126.9% | -20.5% |
| All | +83.8% | +351.0% | -267.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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