+31.7%
KRE vs PGR
+159.7%
-128.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -4.5% | +4.9% | -9.4% | -5.8% |
| 3M | +2.7% | +7.6% | -4.9% | +0.1% |
| 6M | +16.9% | +8.3% | +8.6% | +13.4% |
| YTD | +15.4% | +1.7% | +13.6% | +13.8% |
| 1Y | +16.1% | -6.8% | +22.9% | +17.4% |
| 3Y | +85.7% | +73.4% | +12.3% | +48.4% |
| All | +31.7% | +159.7% | -128.1% | -14.5% |
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