+158.8%
PGR vs VICR
+57.6%
+101.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | +0.9% |
| 7D | -0.6% | +5.0% | -5.6% | -0.5% |
| 30D | +4.9% | -12.5% | +17.4% | +4.8% |
| 3M | +7.6% | -33.6% | +41.2% | +7.2% |
| 6M | +8.3% | +10.7% | -2.4% | +7.9% |
| YTD | +1.7% | +80.6% | -78.8% | +1.3% |
| 1Y | -6.8% | +288.4% | -295.2% | -7.5% |
| 3Y | +73.4% | +213.8% | -140.3% | +72.9% |
| All | +158.8% | +57.6% | +101.1% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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