+9.6%
NEM vs PGR
+5.4%
+4.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.8% |
| 7D | -1.0% | -0.6% | -0.4% | -1.3% |
| 30D | +7.8% | +4.9% | +2.9% | +10.5% |
| 3M | +30.2% | +7.6% | +22.6% | +43.5% |
| 6M | +9.6% | +8.3% | +1.3% | +23.2% |
| All | +9.6% | +5.4% | +4.2% | +23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling