+16.2%
PG vs NXT
+173.5%
-157.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| YTD | +3.6% | -4.8% | +8.5% | +3.5% |
| 1Y | -5.7% | +22.8% | -28.5% | -5.9% |
| 3Y | +1.6% | +93.9% | -92.4% | +1.2% |
| All | +16.2% | +173.5% | -157.3% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling