+149.6%
KRE vs PNC
+529.7%
-380.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.5% |
| 7D | -1.1% | -0.7% | -0.3% | -0.5% |
| 30D | -3.4% | -4.4% | +1.0% | -0.3% |
| 3M | +3.7% | +4.5% | -0.8% | +0.5% |
| 6M | +14.8% | +19.1% | -4.3% | +1.3% |
| YTD | +14.7% | +18.0% | -3.4% | +1.8% |
| 1Y | +16.0% | +24.1% | -8.0% | -0.4% |
| 3Y | +84.3% | +130.0% | -45.8% | +4.3% |
| 5Y | +30.9% | +50.4% | -19.5% | -0.3% |
| 10Y | +122.0% | +271.3% | -149.3% | -1.4% |
| All | +149.6% | +529.7% | -380.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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