+120.6%
VLO vs PGR
+21.4%
+99.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.5% | -8.2% | -5.9% |
| 7D | -6.0% | +4.1% | -10.0% | -6.2% |
| 30D | -12.9% | +10.4% | -23.3% | -13.4% |
| 3M | +18.3% | +11.4% | +6.9% | +17.5% |
| 6M | +46.4% | +17.9% | +28.5% | +44.7% |
| YTD | +127.7% | +9.8% | +118.0% | +122.9% |
| 1Y | +120.6% | +19.3% | +101.3% | +123.4% |
| All | +120.6% | +21.4% | +99.3% | +123.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling