+37,317.1%
VLO vs PGR
+42,227.8%
-4,910.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +4.0% | -3.4% | +7.4% | +5.2% |
| 30D | +19.0% | +1.8% | +17.2% | +18.0% |
| 3M | +50.0% | +5.9% | +44.1% | +46.1% |
| 6M | +79.1% | +4.6% | +74.6% | +74.9% |
| YTD | +140.3% | +1.1% | +139.2% | +136.7% |
| 1Y | +148.3% | -6.6% | +154.9% | +150.3% |
| 3Y | +194.6% | +74.2% | +120.4% | +134.5% |
| 5Y | +609.6% | +159.5% | +450.1% | +382.3% |
| 10Y | +929.5% | +813.4% | +116.0% | +355.7% |
| All | +37,317.1% | +42,227.8% | -4,910.7% | +9,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling