+2,108.2%
PGR vs VCLT
+100.6%
+2,007.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.6% | -1.4% | +0.7% | -0.5% |
| 30D | +4.9% | -1.2% | +6.1% | +5.0% |
| 3M | +7.6% | -4.8% | +12.4% | +8.0% |
| 6M | +8.3% | -2.6% | +10.8% | +8.4% |
| YTD | +1.7% | -3.3% | +5.1% | +1.9% |
| 1Y | -6.8% | -4.8% | -2.0% | -6.6% |
| 3Y | +73.4% | +11.5% | +61.9% | +71.8% |
| 5Y | +161.2% | -17.0% | +178.2% | +161.7% |
| 10Y | +819.5% | +16.7% | +802.7% | +868.1% |
| All | +2,108.2% | +100.6% | +2,007.6% | +2,986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling