-75.0%
PRGO vs VT
+215.5%
-290.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +0.4% | -2.3% | +2.8% | +2.3% |
| 30D | +8.9% | -5.0% | +13.9% | +13.3% |
| 3M | +29.0% | -4.9% | +33.9% | +34.2% |
| 6M | +35.4% | -1.5% | +36.9% | +36.4% |
| YTD | +21.9% | +8.5% | +13.4% | +14.0% |
| 1Y | +13.7% | +11.4% | +2.3% | +4.0% |
| 3Y | -35.3% | +70.1% | -105.4% | -58.5% |
| 5Y | -57.9% | +53.7% | -111.6% | -70.7% |
| All | -75.0% | +215.5% | -290.5% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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