-3.5%
PGR vs VG
-34.8%
+31.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | -3.4% | +7.0% | -10.5% | -3.5% |
| 30D | +1.8% | +17.2% | -15.4% | +1.6% |
| 3M | +5.9% | +16.8% | -10.9% | +5.6% |
| 6M | +4.6% | +36.3% | -31.8% | +4.0% |
| YTD | +1.1% | +127.9% | -126.8% | -0.2% |
| 1Y | -6.6% | +11.7% | -18.3% | -6.8% |
| All | -3.5% | -34.8% | +31.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling