+6,618.9%
PGR vs NVMI
+1,965.6%
+4,653.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.9% | -8.4% | +13.3% | +5.2% |
| 3M | +7.6% | -33.6% | +41.2% | +9.0% |
| 6M | +8.3% | -14.7% | +22.9% | +8.2% |
| YTD | +1.7% | +13.2% | -11.5% | +0.3% |
| 1Y | -6.8% | +29.0% | -35.9% | -8.9% |
| 3Y | +73.4% | +215.0% | -141.5% | +60.2% |
| 5Y | +161.2% | +268.6% | -107.3% | +137.4% |
| 10Y | +819.5% | +3,124.7% | -2,305.2% | +652.6% |
| All | +6,618.9% | +1,965.6% | +4,653.3% | +4,505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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