-4.2%
PGR vs NVT
+54.3%
-58.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.7% | +11.3% | -0.5% |
| 7D | +0.9% | -6.0% | +7.0% | -0.2% |
| 30D | +5.4% | -14.4% | +19.9% | +2.4% |
| 3M | +8.9% | -11.5% | +20.3% | +7.2% |
| 6M | +7.8% | +33.8% | -25.9% | +12.3% |
| YTD | +3.3% | +44.5% | -41.2% | +8.9% |
| All | -4.2% | +54.3% | -58.5% | +2.6% |
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