-6.4%
PGR vs NVT
+73.8%
-80.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -1.7% |
| 7D | +0.1% | +5.1% | -4.9% | +1.2% |
| 30D | +2.9% | -3.7% | +6.6% | +2.3% |
| 3M | +12.1% | -10.1% | +22.3% | +11.1% |
| 6M | +3.7% | +37.5% | -33.8% | +8.6% |
| YTD | +2.4% | +53.7% | -51.4% | +8.6% |
| 1Y | -6.4% | +70.9% | -77.2% | -1.0% |
| All | -6.4% | +73.8% | -80.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling