+1,907.5%
PGR vs VNQ
+386.3%
+1,521.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.3% |
| 7D | -0.6% | -1.3% | +0.7% | 0.0% |
| 30D | +4.9% | -2.6% | +7.5% | +6.4% |
| 3M | +7.6% | -2.0% | +9.7% | +8.8% |
| 6M | +8.3% | +4.3% | +3.9% | +5.8% |
| YTD | +1.7% | +9.2% | -7.5% | -3.0% |
| 1Y | -6.8% | +5.6% | -12.5% | -9.7% |
| 3Y | +73.4% | +30.8% | +42.6% | +47.9% |
| 5Y | +161.2% | +8.0% | +153.2% | +142.6% |
| 10Y | +819.5% | +63.7% | +755.8% | +561.0% |
| All | +1,907.5% | +386.3% | +1,521.3% | +631.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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