+1,192.0%
PGR vs NWSA
+121.1%
+1,070.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | -2.8% | +2.2% | +0.1% |
| 30D | +4.9% | +3.0% | +1.9% | +4.2% |
| 3M | +7.6% | +12.3% | -4.7% | +4.5% |
| 6M | +8.3% | +21.9% | -13.6% | +2.8% |
| YTD | +1.7% | +13.6% | -11.8% | -1.9% |
| 1Y | -6.8% | +0.5% | -7.3% | -7.6% |
| 3Y | +73.4% | +43.8% | +29.7% | +55.7% |
| 5Y | +161.2% | +41.2% | +120.1% | +130.2% |
| 10Y | +819.5% | +148.6% | +670.9% | +551.9% |
| All | +1,192.0% | +121.1% | +1,070.9% | +833.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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