+11,711.1%
PGR vs NTAP
+23,168.4%
-11,457.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.4% | -1.0% | -2.5% | -3.3% |
| 30D | +1.8% | -7.5% | +9.3% | +2.7% |
| 3M | +5.9% | +14.6% | -8.7% | +3.7% |
| 6M | +4.6% | +91.0% | -86.4% | -5.1% |
| YTD | +1.1% | +73.7% | -72.6% | -7.3% |
| 1Y | -6.6% | +51.2% | -57.8% | -12.9% |
| 3Y | +74.2% | +146.1% | -71.9% | +49.5% |
| 5Y | +159.5% | +122.8% | +36.7% | +123.8% |
| 10Y | +813.4% | +585.5% | +228.0% | +557.8% |
| All | +11,711.1% | +23,168.4% | -11,457.3% | +4,696.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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