+158.7%
PGR vs VSXY
+37.5%
+121.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.9% | -18.7% | +23.6% | +5.4% |
| 3M | +7.6% | -4.0% | +11.6% | +7.7% |
| 6M | +8.3% | +67.5% | -59.2% | +6.7% |
| YTD | +1.7% | +39.7% | -37.9% | +0.6% |
| 1Y | -6.8% | +180.0% | -186.8% | -9.6% |
| 3Y | +73.4% | +337.3% | -263.8% | +60.6% |
| 5Y | +161.2% | +22.7% | +138.6% | +156.1% |
| All | +158.7% | +37.5% | +121.2% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling