+4,224.1%
KO vs PGR
+42,227.8%
-38,003.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | +1.6% | +1.8% | -0.2% | +1.1% |
| 3M | +5.8% | +5.9% | -0.2% | +4.1% |
| 6M | +14.3% | +4.6% | +9.7% | +12.7% |
| YTD | +27.3% | +1.1% | +26.2% | +26.4% |
| 1Y | +33.2% | -6.6% | +39.7% | +34.4% |
| 3Y | +64.5% | +74.2% | -9.7% | +42.6% |
| 5Y | +83.1% | +159.5% | -76.4% | +42.6% |
| 10Y | +183.9% | +813.4% | -629.5% | +65.0% |
| All | +4,224.1% | +42,227.8% | -38,003.7% | +1,060.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling