+73.4%
PGR vs VMC
+18.8%
+54.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.6% | -3.8% | +3.2% | -0.2% |
| 30D | +4.9% | -9.7% | +14.6% | +6.1% |
| 3M | +7.6% | -9.6% | +17.3% | +8.8% |
| 6M | +8.3% | -4.8% | +13.1% | +8.5% |
| YTD | +1.7% | -10.9% | +12.6% | +2.2% |
| 1Y | -6.8% | -15.6% | +8.7% | -5.7% |
| 3Y | +73.4% | +19.3% | +54.1% | +69.2% |
| All | +73.4% | +18.8% | +54.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling