+31,203.5%
NVO vs PGR
+42,507.8%
-11,304.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -7.6% | -0.6% | -7.0% | -7.5% |
| 30D | -6.0% | +4.9% | -10.9% | -6.9% |
| 3M | -0.8% | +7.6% | -8.4% | -2.4% |
| 6M | +16.5% | +8.3% | +8.2% | +14.2% |
| YTD | -11.1% | +1.7% | -12.9% | -12.0% |
| 1Y | -16.7% | -6.8% | -9.9% | -16.2% |
| 3Y | -52.9% | +73.4% | -126.4% | -58.4% |
| 5Y | -3.0% | +161.2% | -164.2% | -22.0% |
| 10Y | +147.1% | +819.5% | -672.4% | +54.1% |
| All | +31,203.5% | +42,507.8% | -11,304.3% | +12,600.5% |
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