-22.0%
VST vs PGR
+13.0%
-35.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | +3.5% | +3.1% | +8.0% |
| 30D | -12.4% | +10.5% | -22.8% | -9.4% |
| 3M | -9.0% | +12.9% | -21.9% | -5.2% |
| 6M | -6.4% | +20.4% | -26.9% | -1.2% |
| YTD | -17.2% | +10.3% | -27.5% | -10.9% |
| 1Y | -22.0% | +12.5% | -34.6% | -17.4% |
| All | -22.0% | +13.0% | -35.0% | -17.4% |
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