+228.6%
PFE vs KRE
+149.9%
+78.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | +3.4% | +6.4% | -3.1% | +1.5% |
| 3M | +9.2% | -3.1% | +12.3% | +10.1% |
| 6M | +15.8% | +6.4% | +9.4% | +13.5% |
| YTD | +23.4% | +15.3% | +8.1% | +17.8% |
| 1Y | +25.8% | +23.3% | +2.6% | +17.7% |
| 3Y | +17.8% | +93.6% | -75.8% | -6.0% |
| 5Y | -20.2% | +13.2% | -33.4% | -27.2% |
| 10Y | +49.6% | +103.1% | -53.5% | +3.8% |
| All | +228.6% | +149.9% | +78.8% | +88.9% |
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