+138.1%
KRE vs PFGC
+419.1%
-281.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +1.3% | -2.2% | +3.5% | +2.1% |
| 30D | -2.7% | -11.9% | +9.3% | +1.4% |
| 3M | +8.2% | +5.0% | +3.2% | +6.1% |
| 6M | +12.8% | +8.6% | +4.2% | +9.0% |
| YTD | +17.5% | +9.7% | +7.8% | +12.4% |
| 1Y | +16.6% | -6.3% | +22.9% | +17.6% |
| 3Y | +79.5% | +58.2% | +21.3% | +51.6% |
| 5Y | +32.4% | +110.4% | -78.0% | -0.2% |
| 10Y | +124.1% | +272.8% | -148.6% | +45.0% |
| All | +138.1% | +419.1% | -281.0% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling