-29.3%
VST vs PGR
-5.0%
-24.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | +2.0% | -3.4% | +5.4% | +0.9% |
| 30D | +1.5% | +1.8% | -0.3% | +2.0% |
| 3M | +6.3% | +5.9% | +0.4% | +8.4% |
| 6M | -10.3% | +4.6% | -14.9% | -8.3% |
| YTD | -8.6% | +1.1% | -9.7% | -6.4% |
| 1Y | -29.3% | -6.6% | -22.8% | -29.6% |
| All | -29.3% | -5.0% | -24.3% | -29.6% |
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