+65.3%
PGR vs VLTO
+26.2%
+39.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.6% | -1.6% | -1.0% | -2.2% |
| 30D | -0.2% | -2.9% | +2.7% | +0.4% |
| 3M | +7.4% | +12.7% | -5.3% | +5.4% |
| 6M | +2.1% | +1.6% | +0.6% | +1.8% |
| YTD | +0.5% | -4.0% | +4.4% | +0.9% |
| 1Y | -6.9% | -10.2% | +3.2% | -5.6% |
| All | +65.3% | +26.2% | +39.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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