+329.0%
PEP vs KRE
+149.9%
+179.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +12.6% | +6.4% | +6.2% | +11.2% |
| 3M | +3.1% | -3.1% | +6.2% | +3.8% |
| 6M | -6.3% | +6.4% | -12.7% | -7.5% |
| YTD | +1.9% | +15.3% | -13.4% | -1.3% |
| 1Y | +3.3% | +23.3% | -20.0% | -1.3% |
| 3Y | -4.8% | +93.6% | -98.5% | -19.0% |
| 5Y | +2.0% | +13.2% | -11.2% | -4.1% |
| 10Y | +80.3% | +103.1% | -22.8% | +39.2% |
| All | +329.0% | +149.9% | +179.1% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling