+811.9%
PGR vs VWO
+117.1%
+694.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.6% | -1.8% | +1.2% | -0.1% |
| 30D | +4.9% | -0.1% | +5.0% | +4.9% |
| 3M | +7.6% | +2.2% | +5.4% | +6.6% |
| 6M | +8.3% | +8.8% | -0.5% | +4.6% |
| YTD | +1.7% | +12.4% | -10.7% | -2.9% |
| 1Y | -6.8% | +15.6% | -22.4% | -12.2% |
| 3Y | +73.4% | +62.5% | +10.9% | +42.1% |
| 5Y | +161.2% | +34.3% | +127.0% | +130.0% |
| All | +811.9% | +117.1% | +694.8% | +561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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