+811.9%
PGR vs VCLT
+17.1%
+794.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -1.4% | +0.7% | -0.3% |
| 30D | +4.9% | -1.2% | +6.1% | +5.2% |
| 3M | +7.6% | -4.8% | +12.4% | +8.9% |
| 6M | +8.3% | -2.6% | +10.8% | +8.8% |
| YTD | +1.7% | -3.3% | +5.1% | +2.4% |
| 1Y | -6.8% | -4.8% | -2.0% | -5.8% |
| 3Y | +73.4% | +11.5% | +61.9% | +67.2% |
| 5Y | +161.2% | -17.0% | +178.2% | +176.4% |
| All | +811.9% | +17.1% | +794.8% | +828.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling