+1,779.0%
PGR vs VWO
+320.5%
+1,458.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -0.6% | -1.8% | +1.2% | +0.3% |
| 30D | +4.9% | -0.1% | +5.0% | +4.9% |
| 3M | +7.6% | +2.2% | +5.4% | +5.9% |
| 6M | +8.3% | +8.8% | -0.5% | +2.5% |
| YTD | +1.7% | +12.4% | -10.7% | -5.5% |
| 1Y | -6.8% | +15.6% | -22.4% | -15.0% |
| 3Y | +73.4% | +62.5% | +10.9% | +30.3% |
| 5Y | +161.2% | +34.3% | +127.0% | +113.2% |
| 10Y | +819.5% | +114.8% | +704.7% | +456.8% |
| All | +1,779.0% | +320.5% | +1,458.5% | +650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling