+235.9%
PFE vs KRE
+148.2%
+87.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -3.0% | -1.6% | -1.4% | -2.5% |
| 30D | +5.2% | +4.9% | +0.3% | +3.8% |
| 3M | +12.2% | -4.5% | +16.7% | +13.6% |
| 6M | +17.8% | +7.7% | +10.1% | +15.0% |
| YTD | +26.2% | +14.5% | +11.7% | +20.6% |
| 1Y | +23.2% | +21.5% | +1.6% | +15.7% |
| 3Y | +21.3% | +91.2% | -69.9% | -2.9% |
| 5Y | -23.1% | +11.8% | -34.9% | -29.6% |
| 10Y | +50.7% | +89.3% | -38.6% | +7.1% |
| All | +235.9% | +148.2% | +87.8% | +93.5% |
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