+155.1%
NEM vs PGR
+159.7%
-4.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | +7.8% | +4.9% | +2.9% | +7.8% |
| 3M | +30.2% | +7.6% | +22.6% | +30.1% |
| 6M | +9.6% | +8.3% | +1.3% | +9.4% |
| YTD | +27.8% | +1.7% | +26.1% | +28.1% |
| 1Y | +60.7% | -6.8% | +67.6% | +62.2% |
| 3Y | +245.3% | +73.4% | +171.8% | +240.6% |
| All | +155.1% | +159.7% | -4.6% | +146.0% |
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