-12.5%
PEP vs KRE
+87.7%
-100.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | +0.7% | -2.5% | +3.1% | +0.8% |
| 3M | -0.5% | +6.2% | -6.8% | -0.9% |
| 6M | -11.3% | +15.8% | -27.1% | -12.1% |
| YTD | -0.6% | +16.0% | -16.6% | -1.5% |
| 1Y | +1.7% | +16.2% | -14.5% | +0.7% |
| 3Y | -12.5% | +86.4% | -98.9% | -17.4% |
| All | -12.5% | +87.7% | -100.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 3y: compounded portfolio wealth divided by compounded KRE 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…
3y analysis · Full analysis span regression · 6 months rolling