+2,486.9%
VRT vs PGR
+357.1%
+2,129.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -8.4% | -0.6% | -7.8% | -8.3% |
| 30D | -10.9% | +4.9% | -15.8% | -11.7% |
| 3M | -13.7% | +7.6% | -21.3% | -15.6% |
| 6M | -4.1% | +8.3% | -12.4% | -6.7% |
| YTD | +58.7% | +1.7% | +57.0% | +56.3% |
| 1Y | +89.6% | -6.8% | +96.5% | +90.2% |
| 3Y | +558.1% | +73.4% | +484.7% | +436.4% |
| 5Y | +953.0% | +161.2% | +791.7% | +641.0% |
| All | +2,486.9% | +357.1% | +2,129.7% | +1,575.5% |
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