+2,397.0%
VRT vs PGR
+354.1%
+2,042.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | -7.7% | -3.4% | -4.3% | -7.2% |
| 30D | -12.0% | +1.8% | -13.8% | -12.3% |
| 3M | -11.7% | +5.9% | -17.6% | -13.4% |
| 6M | -8.1% | +4.6% | -12.6% | -9.9% |
| YTD | +53.2% | +1.1% | +52.2% | +51.0% |
| 1Y | +81.7% | -6.6% | +88.2% | +81.9% |
| 3Y | +535.3% | +74.2% | +461.1% | +416.4% |
| 5Y | +916.4% | +159.5% | +756.9% | +616.0% |
| All | +2,397.0% | +354.1% | +2,042.9% | +1,518.9% |
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