+1,164.9%
VST vs PGR
+835.3%
+329.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | +3.5% | +3.1% | +5.7% |
| 30D | -12.4% | +10.5% | -22.8% | -14.9% |
| 3M | -9.0% | +12.9% | -21.9% | -12.2% |
| 6M | -6.4% | +20.4% | -26.9% | -12.3% |
| YTD | -17.2% | +10.3% | -27.5% | -20.7% |
| 1Y | -22.0% | +12.5% | -34.6% | -25.8% |
| 3Y | +296.7% | +59.3% | +237.4% | +228.0% |
| 5Y | +637.6% | +173.9% | +463.7% | +381.1% |
| All | +1,164.9% | +835.3% | +329.5% | +523.9% |
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 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