+159.5%
PGR vs VCIT
+2.3%
+157.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | +1.8% | -1.3% | +3.1% | +1.9% |
| 3M | +5.9% | -1.6% | +7.5% | +6.0% |
| 6M | +4.6% | -2.3% | +6.8% | +4.7% |
| YTD | +1.1% | -1.7% | +2.8% | +1.2% |
| 1Y | -6.6% | -0.7% | -5.8% | -6.6% |
| 3Y | +74.2% | +18.1% | +56.1% | +71.7% |
| 5Y | +159.5% | +2.4% | +157.1% | +150.1% |
| All | +159.5% | +2.3% | +157.2% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 5y: compounded portfolio wealth divided by compounded VCIT 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…
5y analysis · Full analysis span regression · 6 months rolling