+157.1%
PGR vs NVTS
-16.8%
+173.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.8% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +4.9% | -16.5% | +21.5% | +4.6% |
| 3M | +7.6% | -47.6% | +55.3% | +6.6% |
| 6M | +8.3% | +7.3% | +1.0% | +9.0% |
| YTD | +1.7% | +62.9% | -61.2% | +3.5% |
| 1Y | -6.8% | +91.3% | -98.1% | -4.8% |
| 3Y | +73.4% | +43.4% | +30.0% | +81.5% |
| All | +157.1% | -16.8% | +173.9% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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