+18.8%
PGR vs KNX
+34.4%
-15.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.9% |
| 7D | +1.3% | -2.7% | +4.1% | +1.2% |
| 30D | +10.0% | -8.0% | +17.9% | +9.7% |
| 3M | +9.6% | -15.8% | +25.4% | +9.1% |
| 6M | +18.0% | -3.0% | +20.9% | +16.2% |
| YTD | +9.0% | +14.7% | -5.7% | +7.1% |
| 1Y | +18.8% | +35.0% | -16.2% | +16.1% |
| All | +18.8% | +34.4% | -15.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling