+789.1%
NOW vs PGR
+825.1%
-36.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | -6.2% | -0.6% | -5.6% | -5.9% |
| 30D | +6.1% | +4.9% | +1.1% | +4.1% |
| 3M | +28.6% | +7.6% | +20.9% | +25.1% |
| 6M | +14.6% | +8.3% | +6.4% | +10.9% |
| YTD | -13.5% | +1.7% | -15.2% | -14.5% |
| 1Y | -29.4% | -6.8% | -22.5% | -28.0% |
| 3Y | +9.4% | +73.4% | -64.1% | -17.1% |
| 5Y | +2.3% | +161.2% | -159.0% | -39.6% |
| All | +789.1% | +825.1% | -36.0% | +256.7% |
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