+5.1%
PGR vs VG
-44.1%
+49.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.8% |
| 7D | +1.0% | +15.1% | -14.1% | +0.8% |
| 30D | +5.7% | -4.2% | +9.8% | +5.7% |
| 3M | +13.6% | -3.1% | +16.7% | +13.6% |
| 6M | +18.8% | +0.3% | +18.5% | +18.6% |
| YTD | +10.1% | +95.5% | -85.3% | +9.0% |
| 1Y | +13.0% | +64.4% | -51.4% | +12.1% |
| All | +5.1% | -44.1% | +49.2% | -2.6% |
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