+42,231.2%
PGR vs NUE
+14,525.3%
+27,705.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | +4.9% | -4.6% | +9.5% | +5.8% |
| 3M | +7.6% | -0.3% | +8.0% | +7.1% |
| 6M | +8.3% | +51.9% | -43.6% | -2.8% |
| YTD | +1.7% | +60.0% | -58.3% | -10.0% |
| 1Y | -6.8% | +82.9% | -89.7% | -20.5% |
| 3Y | +73.4% | +66.0% | +7.5% | +47.0% |
| 5Y | +161.2% | +149.0% | +12.3% | +92.2% |
| 10Y | +819.5% | +588.3% | +231.1% | +392.6% |
| All | +42,231.2% | +14,525.3% | +27,705.8% | +11,464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling