+151.0%
KRE vs PTC
+1,489.9%
-1,338.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | +6.4% | +0.7% | +5.7% | +6.1% |
| 3M | -3.1% | +32.6% | -35.7% | -17.4% |
| 6M | +6.4% | +33.6% | -27.2% | -11.0% |
| YTD | +15.3% | +12.4% | +2.9% | +3.3% |
| 1Y | +23.3% | +11.2% | +12.0% | +10.9% |
| 3Y | +93.6% | +31.7% | +61.9% | +57.4% |
| 5Y | +13.2% | +60.1% | -46.9% | -18.5% |
| 10Y | +103.1% | +317.2% | -214.1% | -21.3% |
| All | +151.0% | +1,489.9% | -1,338.8% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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