+41.5%
NU vs PGR
+157.5%
-116.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.8% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | +7.8% | +4.9% | +2.9% | +7.1% |
| 3M | +20.9% | +7.6% | +13.3% | +19.3% |
| 6M | +0.9% | +8.3% | -7.4% | -0.7% |
| YTD | -12.7% | +1.7% | -14.4% | -13.2% |
| 1Y | -6.4% | -6.8% | +0.4% | -5.4% |
| 3Y | +98.1% | +73.4% | +24.7% | +78.6% |
| All | +41.5% | +157.5% | -116.0% | +36.1% |
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