+811.9%
PGR vs VTR
+99.2%
+712.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.9% | +1.1% | +3.8% | +4.8% |
| 3M | +7.6% | +7.9% | -0.3% | +6.3% |
| 6M | +8.3% | +6.2% | +2.1% | +7.1% |
| YTD | +1.7% | +17.7% | -16.0% | -1.0% |
| 1Y | -6.8% | +32.9% | -39.7% | -11.2% |
| 3Y | +73.4% | +129.7% | -56.2% | +51.6% |
| 5Y | +161.2% | +89.3% | +71.9% | +133.0% |
| All | +811.9% | +99.2% | +712.7% | +684.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling