+177.9%
KO vs PGR
+819.0%
-641.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.1% | -3.4% | +2.3% | -0.1% |
| 30D | +1.6% | +1.8% | -0.2% | +1.0% |
| 3M | +5.8% | +5.9% | -0.2% | +3.7% |
| 6M | +14.3% | +4.6% | +9.7% | +12.3% |
| YTD | +27.3% | +1.1% | +26.2% | +26.1% |
| 1Y | +33.2% | -6.6% | +39.7% | +34.7% |
| 3Y | +64.5% | +74.2% | -9.7% | +36.6% |
| 5Y | +83.1% | +159.5% | -76.4% | +29.2% |
| All | +177.9% | +819.0% | -641.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling