-78.6%
PRGO vs VT
+224.5%
-303.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.6% |
| 30D | +14.7% | +1.0% | +13.8% | +13.8% |
| 3M | +42.7% | +2.4% | +40.3% | +39.5% |
| 6M | +33.6% | +12.0% | +21.6% | +21.7% |
| YTD | +14.8% | +15.3% | -0.6% | +2.1% |
| 1Y | -31.4% | +22.6% | -54.0% | -42.0% |
| 3Y | -52.1% | +74.7% | -126.7% | -70.0% |
| 5Y | -56.1% | +66.1% | -122.2% | -71.5% |
| All | -78.6% | +224.5% | -303.0% | -92.8% |
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