-20.9%
VST vs PGR
-6.1%
-14.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +2.9% |
| 7D | +8.9% | +0.1% | +8.8% | +9.0% |
| 30D | +6.2% | +2.9% | +3.3% | +7.1% |
| 3M | -2.7% | +12.1% | -14.8% | +0.3% |
| 6M | -8.4% | +3.7% | -12.0% | -6.2% |
| YTD | -7.2% | +2.4% | -9.6% | -4.6% |
| 1Y | -20.9% | -6.4% | -14.5% | -17.6% |
| All | -20.9% | -6.1% | -14.8% | -17.6% |
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