+7,301.4%
PGR vs NVS
+1,074.0%
+6,227.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.6% | -14.3% | +13.7% | +5.0% |
| 30D | +4.9% | -10.0% | +14.9% | +8.7% |
| 3M | +7.6% | -10.9% | +18.5% | +11.7% |
| 6M | +8.3% | -12.0% | +20.2% | +12.5% |
| YTD | +1.7% | +2.5% | -0.8% | -0.8% |
| 1Y | -6.8% | +10.7% | -17.5% | -12.1% |
| 3Y | +73.4% | +53.3% | +20.1% | +41.9% |
| 5Y | +161.2% | +93.6% | +67.6% | +92.0% |
| 10Y | +819.5% | +180.6% | +638.9% | +475.7% |
| All | +7,301.4% | +1,074.0% | +6,227.5% | +2,760.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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