-34.6%
PRGO vs VT
+345.0%
-379.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +2.0% |
| 7D | -1.2% | -4.2% | +3.0% | +1.6% |
| 30D | +12.2% | -5.8% | +18.0% | +16.6% |
| 3M | +20.8% | -5.2% | +26.1% | +25.2% |
| 6M | +41.3% | +0.1% | +41.2% | +40.7% |
| YTD | +20.8% | +8.2% | +12.6% | +14.7% |
| 1Y | +11.4% | +10.1% | +1.3% | +4.5% |
| 3Y | -36.5% | +69.7% | -106.2% | -55.7% |
| 5Y | -58.2% | +53.4% | -111.6% | -69.0% |
| 10Y | -74.8% | +219.2% | -294.0% | -88.3% |
| All | -34.6% | +345.0% | -379.6% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling