+18.8%
PGR vs VSXY
+199.6%
-180.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | +1.3% | +7.2% | -5.9% | +1.2% |
| 30D | +10.0% | +24.9% | -15.0% | +9.7% |
| 3M | +9.6% | +18.3% | -8.7% | +9.4% |
| 6M | +18.0% | +109.4% | -91.5% | +17.4% |
| YTD | +9.0% | +96.3% | -87.2% | +9.1% |
| 1Y | +18.8% | +184.0% | -165.2% | +23.1% |
| All | +18.8% | +199.6% | -180.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling