+91.4%
PRGS vs VT
+231.8%
-140.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +1.0% |
| 30D | +20.3% | -1.4% | +21.8% | +21.7% |
| 3M | +7.0% | -1.4% | +8.4% | +8.1% |
| 6M | +52.7% | +5.5% | +47.2% | +44.1% |
| YTD | +4.3% | +12.8% | -8.6% | -7.6% |
| 1Y | +6.3% | +15.4% | -9.1% | -7.7% |
| 3Y | -11.1% | +76.9% | -88.0% | -48.2% |
| 5Y | -10.7% | +60.4% | -71.1% | -43.1% |
| 10Y | +91.4% | +232.8% | -141.4% | -36.5% |
| All | +91.4% | +231.8% | -140.4% | -36.5% |
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