+13.4%
PG vs KRE
+32.1%
-18.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.6% |
| 30D | +0.8% | -4.5% | +5.3% | +1.2% |
| 3M | -1.3% | +2.7% | -4.1% | -1.6% |
| 6M | -3.8% | +16.9% | -20.7% | -5.0% |
| YTD | +3.6% | +15.4% | -11.7% | +2.3% |
| 1Y | -5.7% | +16.1% | -21.8% | -7.0% |
| 3Y | +1.6% | +85.7% | -84.1% | -5.5% |
| All | +13.4% | +32.1% | -18.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling