+157.1%
PGR vs NIO
-90.6%
+247.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.3% |
| 7D | -3.4% | -7.3% | +3.8% | -3.4% |
| 30D | +1.8% | -22.5% | +24.3% | +1.8% |
| 3M | +5.9% | -30.9% | +36.8% | +5.9% |
| 6M | +4.6% | -37.2% | +41.8% | +4.5% |
| YTD | +1.1% | -29.8% | +30.9% | +1.0% |
| 1Y | -6.6% | -37.4% | +30.8% | -6.7% |
| 3Y | +74.2% | -64.3% | +138.6% | +75.7% |
| All | +157.1% | -90.6% | +247.7% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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