-2.3%
PGR vs VG
-39.3%
+37.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +2.9% | +16.0% | -13.1% | +2.7% |
| 3M | +12.1% | +9.7% | +2.4% | +11.9% |
| 6M | +3.7% | +29.6% | -25.9% | +3.2% |
| YTD | +2.4% | +112.0% | -109.7% | +1.2% |
| 1Y | -6.4% | +12.8% | -19.2% | -6.6% |
| All | -2.3% | -39.3% | +37.0% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling