+187.3%
PRGS vs VT
+356.1%
-168.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -1.6% | -0.9% | -1.2% |
| 30D | +19.6% | -2.5% | +22.1% | +22.1% |
| 3M | +6.3% | -1.3% | +7.6% | +7.3% |
| 6M | +52.4% | +3.1% | +49.3% | +46.8% |
| YTD | +2.7% | +10.9% | -8.2% | -7.5% |
| 1Y | +3.4% | +12.1% | -8.7% | -7.8% |
| 3Y | -12.5% | +73.9% | -86.4% | -47.5% |
| 5Y | -12.3% | +58.0% | -70.2% | -42.8% |
| 10Y | +89.0% | +225.5% | -136.5% | -34.5% |
| All | +187.3% | +356.1% | -168.8% | -22.7% |
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