+82.4%
PGR vs NVD
-99.1%
+181.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.6% | +10.8% | -11.4% | -0.9% |
| 30D | +4.9% | +0.8% | +4.2% | +4.9% |
| 3M | +7.6% | -20.8% | +28.5% | +8.1% |
| 6M | +8.3% | -41.2% | +49.4% | +9.2% |
| YTD | +1.7% | -44.2% | +45.9% | +2.6% |
| 1Y | -6.8% | -54.2% | +47.3% | -6.0% |
| 3Y | +73.4% | -99.1% | +172.6% | +75.3% |
| All | +82.4% | -99.1% | +181.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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