+42,231.2%
PGR vs NSC
+5,582.3%
+36,648.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -0.6% | -2.8% | +2.2% | +0.3% |
| 30D | +4.9% | -4.5% | +9.5% | +6.4% |
| 3M | +7.6% | +3.5% | +4.1% | +6.2% |
| 6M | +8.3% | +8.5% | -0.3% | +5.0% |
| YTD | +1.7% | +12.3% | -10.6% | -2.5% |
| 1Y | -6.8% | +18.9% | -25.8% | -12.4% |
| 3Y | +73.4% | +74.1% | -0.7% | +40.8% |
| 5Y | +161.2% | +43.9% | +117.3% | +122.3% |
| 10Y | +819.5% | +331.6% | +487.8% | +423.2% |
| All | +42,231.2% | +5,582.3% | +36,648.9% | +9,788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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