+1,710.2%
PGR vs VYM
+488.1%
+1,222.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -0.6% | -0.8% | +0.2% | +0.2% |
| 30D | +4.9% | -2.2% | +7.2% | +7.2% |
| 3M | +7.6% | +3.1% | +4.6% | +4.4% |
| 6M | +8.3% | +9.7% | -1.5% | -1.4% |
| YTD | +1.7% | +14.9% | -13.2% | -11.6% |
| 1Y | -6.8% | +17.6% | -24.4% | -21.0% |
| 3Y | +73.4% | +65.3% | +8.1% | +3.8% |
| 5Y | +161.2% | +78.7% | +82.5% | +43.7% |
| 10Y | +819.5% | +208.2% | +611.3% | +176.3% |
| All | +1,710.2% | +488.1% | +1,222.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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