+6,075.4%
PGR vs TKO
+1,400.2%
+4,675.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.6% | +2.3% | -2.9% | -0.9% |
| 30D | +4.9% | -2.5% | +7.4% | +5.2% |
| 3M | +7.6% | -10.6% | +18.2% | +9.1% |
| 6M | +8.3% | -5.1% | +13.3% | +8.6% |
| YTD | +1.7% | -8.2% | +10.0% | +2.3% |
| 1Y | -6.8% | -4.4% | -2.4% | -6.9% |
| 3Y | +73.4% | +100.4% | -26.9% | +54.2% |
| 5Y | +161.2% | +294.3% | -133.1% | +108.2% |
| 10Y | +819.5% | +983.2% | -163.7% | +505.5% |
| All | +6,075.4% | +1,400.2% | +4,675.1% | +3,039.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling