+2,627.8%
NOW vs PGR
+1,513.0%
+1,114.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.8% | -3.1% | -4.2% |
| 7D | -6.1% | -2.6% | -3.5% | -5.0% |
| 30D | +7.5% | -0.2% | +7.7% | +7.6% |
| 3M | +17.5% | +7.4% | +10.2% | +14.2% |
| 6M | +7.9% | +2.1% | +5.8% | +6.7% |
| YTD | -12.4% | +0.5% | -12.9% | -13.0% |
| 1Y | -28.6% | -6.9% | -21.6% | -27.1% |
| 3Y | +11.8% | +73.2% | -61.3% | -16.5% |
| 5Y | +2.6% | +154.8% | -152.1% | -39.8% |
| 10Y | +790.0% | +786.4% | +3.6% | +161.3% |
| All | +2,627.8% | +1,513.0% | +1,114.8% | +554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling