-38.7%
NOW vs PGR
+21.4%
-60.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.0% |
| 7D | -27.5% | +4.1% | -31.6% | -28.5% |
| 30D | -20.0% | +10.4% | -30.5% | -23.0% |
| 3M | -7.9% | +11.4% | -19.3% | -11.6% |
| 6M | +18.3% | +17.9% | +0.4% | +14.2% |
| YTD | -29.0% | +9.8% | -38.7% | -31.2% |
| 1Y | -38.7% | +19.3% | -58.0% | -40.4% |
| All | -38.7% | +21.4% | -60.1% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling