+158.8%
PGR vs NRG
+194.8%
-36.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.6% |
| 7D | -0.6% | -4.7% | +4.1% | -0.4% |
| 30D | +4.9% | -6.0% | +10.9% | +5.2% |
| 3M | +7.6% | -8.0% | +15.6% | +7.7% |
| 6M | +8.3% | -23.2% | +31.4% | +9.3% |
| YTD | +1.7% | -28.1% | +29.8% | +3.1% |
| 1Y | -6.8% | -27.3% | +20.4% | -6.0% |
| 3Y | +73.4% | +208.7% | -135.2% | +33.1% |
| All | +158.8% | +194.8% | -36.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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