+82.6%
KO vs PGR
+159.7%
-77.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | +0.2% | -0.6% | +0.9% | +0.4% |
| 30D | +1.8% | +4.9% | -3.1% | +0.7% |
| 3M | +7.7% | +7.6% | 0.0% | +5.8% |
| 6M | +15.3% | +8.3% | +7.0% | +13.0% |
| YTD | +28.0% | +1.7% | +26.2% | +27.0% |
| 1Y | +34.3% | -6.8% | +41.1% | +35.5% |
| 3Y | +63.8% | +73.4% | -9.7% | +45.7% |
| All | +82.6% | +159.7% | -77.2% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling