+138.6%
NOK vs PGR
+825.1%
-686.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +11.0% | -0.6% | +11.6% | +11.1% |
| 30D | +7.8% | +4.9% | +2.9% | +6.8% |
| 3M | -21.0% | +7.6% | -28.6% | -22.8% |
| 6M | +40.9% | +8.3% | +32.6% | +37.2% |
| YTD | +72.0% | +1.7% | +70.3% | +69.6% |
| 1Y | +140.9% | -6.8% | +147.8% | +141.9% |
| 3Y | +194.3% | +73.4% | +120.8% | +147.3% |
| 5Y | +112.5% | +161.2% | -48.7% | +54.8% |
| All | +138.6% | +825.1% | -686.6% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling