+112.5%
NET vs PGR
+155.7%
-43.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | -4.8% | +2.9% | -7.7% | -5.1% |
| 3M | +3.8% | +12.1% | -8.3% | +2.4% |
| 6M | +50.0% | +3.7% | +46.4% | +49.1% |
| YTD | +41.5% | +2.4% | +39.1% | +40.6% |
| 1Y | +32.8% | -6.4% | +39.2% | +33.7% |
| 3Y | +335.9% | +76.8% | +259.1% | +283.3% |
| All | +112.5% | +155.7% | -43.2% | +80.2% |
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 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