+121.6%
KRE vs PFGC
+294.6%
-173.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -1.4% | -4.8% | +3.4% | +0.3% |
| 30D | -3.9% | -17.2% | +13.3% | +2.4% |
| 3M | +3.6% | -6.3% | +10.0% | +5.7% |
| 6M | +15.4% | +8.8% | +6.5% | +11.2% |
| YTD | +15.2% | +4.9% | +10.3% | +11.8% |
| 1Y | +16.5% | -9.5% | +26.0% | +18.9% |
| 3Y | +85.2% | +59.6% | +25.6% | +55.1% |
| 5Y | +33.1% | +113.5% | -80.4% | -1.1% |
| All | +121.6% | +294.6% | -173.0% | +43.7% |
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