-1.9%
KWEB vs PGR
+75.0%
-76.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -5.6% | -0.6% | -5.0% | -5.6% |
| 30D | -10.7% | +4.9% | -15.6% | -10.2% |
| 3M | -7.4% | +7.6% | -15.1% | -6.7% |
| 6M | -19.3% | +8.3% | -27.6% | -18.6% |
| YTD | -27.8% | +1.7% | -29.5% | -27.4% |
| 1Y | -35.9% | -6.8% | -29.1% | -36.0% |
| 3Y | -1.9% | +73.4% | -75.4% | +7.1% |
| All | -1.9% | +75.0% | -76.9% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling