+362.2%
VST vs PGR
+73.2%
+289.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +5.3% | -2.7% | +8.0% | +5.3% |
| 30D | +5.8% | +0.7% | +5.0% | +5.8% |
| 3M | +3.5% | +7.7% | -4.2% | +2.9% |
| 6M | -7.4% | +4.3% | -11.7% | -7.7% |
| YTD | -6.1% | +0.7% | -6.8% | -5.9% |
| 1Y | -21.6% | -5.7% | -16.0% | -20.8% |
| All | +362.2% | +73.2% | +289.0% | +369.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling