+811.9%
PGR vs VFC
-69.1%
+881.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.2% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +4.9% | -9.0% | +13.9% | +5.8% |
| 3M | +7.6% | -24.2% | +31.8% | +10.1% |
| 6M | +8.3% | -18.5% | +26.8% | +9.6% |
| YTD | +1.7% | -25.9% | +27.6% | +3.7% |
| 1Y | -6.8% | -13.0% | +6.1% | -7.0% |
| 3Y | +73.4% | -20.3% | +93.8% | +63.7% |
| 5Y | +161.2% | -78.1% | +239.3% | +222.1% |
| All | +811.9% | -69.1% | +881.0% | +928.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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