+1,932.8%
PGR vs VTV
+712.6%
+1,220.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | 0.0% |
| 7D | -0.6% | -1.1% | +0.5% | +0.4% |
| 30D | +4.9% | -1.0% | +6.0% | +5.9% |
| 3M | +7.6% | +4.6% | +3.0% | +3.2% |
| 6M | +8.3% | +13.5% | -5.3% | -4.0% |
| YTD | +1.7% | +18.5% | -16.8% | -13.5% |
| 1Y | -6.8% | +22.9% | -29.7% | -23.5% |
| 3Y | +73.4% | +67.8% | +5.6% | +5.8% |
| 5Y | +161.2% | +81.8% | +79.4% | +47.1% |
| 10Y | +819.5% | +233.0% | +586.5% | +179.3% |
| All | +1,932.8% | +712.6% | +1,220.1% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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