+11,334.7%
VRTX vs PGR
+30,196.9%
-18,862.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -7.8% | -3.4% | -4.3% | -6.6% |
| 30D | -2.8% | +1.8% | -4.7% | -3.5% |
| 3M | +18.1% | +5.9% | +12.2% | +15.1% |
| 6M | +3.1% | +4.6% | -1.5% | +0.6% |
| YTD | +13.5% | +1.1% | +12.4% | +11.8% |
| 1Y | +32.4% | -6.6% | +39.0% | +33.9% |
| 3Y | +50.0% | +74.2% | -24.2% | +17.3% |
| 5Y | +172.9% | +159.5% | +13.4% | +78.0% |
| 10Y | +449.3% | +813.4% | -364.2% | +116.0% |
| All | +11,334.7% | +30,196.9% | -18,862.2% | +2,060.9% |
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