+73.4%
PGR vs VSXY
+352.7%
-279.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | -18.7% | +23.6% | +4.7% |
| 3M | +7.6% | -4.0% | +11.6% | +7.7% |
| 6M | +8.3% | +67.5% | -59.2% | +9.5% |
| YTD | +1.7% | +39.7% | -37.9% | +2.6% |
| 1Y | -6.8% | +180.0% | -186.8% | -4.4% |
| 3Y | +73.4% | +337.3% | -263.8% | +84.7% |
| All | +73.4% | +352.7% | -279.3% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling