+1.6%
PG vs NXT
+90.7%
-89.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.8% |
| 30D | +0.8% | -20.0% | +20.9% | +0.6% |
| 3M | -1.3% | -30.7% | +29.4% | -1.6% |
| 6M | -3.8% | -29.0% | +25.1% | -4.2% |
| YTD | +3.6% | -4.8% | +8.5% | +3.4% |
| 1Y | -5.7% | +22.8% | -28.5% | -5.9% |
| 3Y | +1.6% | +93.9% | -92.4% | +0.3% |
| All | +1.6% | +90.7% | -89.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling