+158.8%
PGR vs TKO
+291.2%
-132.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | +2.3% | -2.9% | -0.8% |
| 30D | +4.9% | -2.5% | +7.4% | +5.1% |
| 3M | +7.6% | -10.6% | +18.2% | +8.4% |
| 6M | +8.3% | -5.1% | +13.3% | +8.5% |
| YTD | +1.7% | -8.2% | +10.0% | +2.2% |
| 1Y | -6.8% | -4.4% | -2.4% | -6.8% |
| 3Y | +73.4% | +100.4% | -26.9% | +63.4% |
| All | +158.8% | +291.2% | -132.4% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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