+1,464.0%
PGR vs VIG
+615.8%
+848.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | 0.0% |
| 7D | -0.6% | -1.1% | +0.5% | +0.5% |
| 30D | +4.9% | -2.7% | +7.7% | +7.9% |
| 3M | +7.6% | +2.5% | +5.1% | +4.8% |
| 6M | +8.3% | +9.2% | -1.0% | -1.4% |
| YTD | +1.7% | +9.8% | -8.1% | -8.1% |
| 1Y | -6.8% | +12.4% | -19.2% | -18.0% |
| 3Y | +73.4% | +55.9% | +17.6% | +7.8% |
| 5Y | +161.2% | +63.9% | +97.3% | +51.5% |
| 10Y | +819.5% | +249.1% | +570.4% | +121.5% |
| All | +1,464.0% | +615.8% | +848.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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