+805.9%
PGR vs VT
+226.9%
+579.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -2.4% |
| 30D | +1.8% | -1.4% | +3.2% | +2.6% |
| 3M | +5.9% | +4.7% | +1.2% | +2.8% |
| 6M | +4.6% | +11.4% | -6.8% | -2.6% |
| YTD | +1.1% | +13.1% | -12.0% | -6.9% |
| 1Y | -6.6% | +19.0% | -25.6% | -16.9% |
| 3Y | +74.2% | +73.9% | +0.3% | +20.1% |
| 5Y | +159.5% | +65.4% | +94.1% | +82.7% |
| All | +805.9% | +226.9% | +579.0% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling