+1,216.9%
VST vs PGR
+831.4%
+385.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | +6.2% | +2.9% | +3.3% | +5.3% |
| 3M | -2.7% | +12.1% | -14.8% | -6.8% |
| 6M | -8.4% | +3.7% | -12.0% | -10.4% |
| YTD | -7.2% | +2.4% | -9.6% | -9.1% |
| 1Y | -20.9% | -6.4% | -14.5% | -20.5% |
| 3Y | +384.0% | +76.8% | +307.2% | +283.1% |
| 5Y | +757.1% | +154.3% | +602.7% | +472.5% |
| All | +1,216.9% | +831.4% | +385.5% | +536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling