+73.4%
PGR vs NUE
+61.7%
+11.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +4.9% | -4.6% | +9.5% | +5.1% |
| 3M | +7.6% | -0.3% | +8.0% | +7.6% |
| 6M | +8.3% | +51.9% | -43.6% | +6.0% |
| YTD | +1.7% | +60.0% | -58.3% | -0.8% |
| 1Y | -6.8% | +82.9% | -89.7% | -10.1% |
| 3Y | +73.4% | +66.0% | +7.5% | +66.2% |
| All | +73.4% | +61.7% | +11.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling