-6.4%
PGR vs NOC
-10.0%
+3.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.8% |
| 7D | +0.1% | -5.2% | +5.3% | +1.0% |
| 30D | +2.9% | -7.2% | +10.1% | +4.1% |
| 3M | +12.1% | -5.1% | +17.2% | +12.7% |
| 6M | +3.7% | -31.1% | +34.7% | +8.3% |
| YTD | +2.4% | -8.6% | +10.9% | -1.6% |
| 1Y | -6.4% | -9.7% | +3.4% | -8.1% |
| All | -6.4% | -10.0% | +3.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling