-3.8%
PGR vs VG
-35.7%
+31.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | +0.2% |
| 7D | -2.7% | +3.8% | -6.5% | -2.7% |
| 30D | +0.7% | +7.2% | -6.5% | +0.6% |
| 3M | +7.7% | +22.8% | -15.1% | +7.3% |
| 6M | +4.3% | +33.2% | -28.9% | +3.8% |
| YTD | +0.7% | +124.8% | -124.1% | -0.5% |
| 1Y | -5.7% | +15.8% | -21.5% | -6.0% |
| All | -3.8% | -35.7% | +31.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling