+1,913.0%
PGR vs VO
+814.4%
+1,098.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.2% |
| 30D | +0.7% | -1.9% | +2.6% | +2.1% |
| 3M | +7.7% | +3.3% | +4.5% | +4.9% |
| 6M | +4.3% | +9.7% | -5.4% | -3.4% |
| YTD | +0.7% | +12.6% | -11.9% | -8.8% |
| 1Y | -5.7% | +13.6% | -19.3% | -15.4% |
| 3Y | +73.7% | +56.8% | +16.8% | +19.0% |
| 5Y | +158.4% | +42.3% | +116.1% | +86.1% |
| 10Y | +810.5% | +199.2% | +611.4% | +236.9% |
| All | +1,913.0% | +814.4% | +1,098.6% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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