-24.1%
NU vs PGR
+21.4%
-45.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +3.3% |
| 7D | +0.2% | +4.1% | -3.9% | +0.3% |
| 30D | -21.0% | +10.4% | -31.5% | -20.7% |
| 3M | -16.3% | +11.4% | -27.8% | -15.9% |
| 6M | -15.3% | +17.9% | -33.2% | -13.7% |
| YTD | -28.4% | +9.8% | -38.1% | -25.7% |
| 1Y | -24.1% | +19.3% | -43.4% | -20.3% |
| All | -24.1% | +21.4% | -45.5% | -20.3% |
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