+14.1%
PG vs NXT
+171.8%
-157.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -2.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.6% | -20.0% | +17.4% | -2.8% |
| 3M | -3.3% | -30.9% | +27.6% | -3.6% |
| 6M | -6.7% | -23.8% | +17.1% | -7.0% |
| YTD | +1.7% | -5.4% | +7.2% | +1.6% |
| 1Y | -7.9% | +28.0% | -36.0% | -8.1% |
| 3Y | +0.9% | +93.3% | -92.4% | +0.5% |
| All | +14.1% | +171.8% | -157.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling