+787.6%
VGT vs PGR
+838.0%
-50.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -2.0% |
| 7D | -1.7% | +0.9% | -2.7% | -2.0% |
| 30D | -2.8% | +5.4% | -8.2% | -4.3% |
| 3M | +2.2% | +8.9% | -6.7% | -1.2% |
| 6M | +33.7% | +7.8% | +25.9% | +29.1% |
| YTD | +26.8% | +3.3% | +23.4% | +23.7% |
| 1Y | +33.1% | -5.2% | +38.3% | +33.2% |
| 3Y | +123.3% | +73.2% | +50.1% | +72.2% |
| 5Y | +134.5% | +165.1% | -30.6% | +42.6% |
| 10Y | +787.6% | +848.1% | -60.5% | +265.0% |
| All | +787.6% | +838.0% | -50.4% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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