+1,997.9%
PGR vs NRG
+1,510.3%
+487.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -0.6% | -4.7% | +4.1% | +0.3% |
| 30D | +4.9% | -6.0% | +10.9% | +5.9% |
| 3M | +7.6% | -8.0% | +15.6% | +8.2% |
| 6M | +8.3% | -23.2% | +31.4% | +11.7% |
| YTD | +1.7% | -28.1% | +29.8% | +5.8% |
| 1Y | -6.8% | -27.3% | +20.4% | -4.0% |
| 3Y | +73.4% | +208.7% | -135.2% | +22.2% |
| 5Y | +161.2% | +197.7% | -36.4% | +81.8% |
| 10Y | +819.5% | +1,103.3% | -283.8% | +327.6% |
| All | +1,997.9% | +1,510.3% | +487.6% | +880.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling