+950.8%
VTI vs PGR
+3,850.6%
-2,899.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | -1.4% | +4.9% | -6.4% | -3.6% |
| 3M | +3.6% | +7.6% | -4.0% | -0.7% |
| 6M | +13.6% | +8.3% | +5.3% | +8.0% |
| YTD | +12.9% | +1.7% | +11.2% | +9.9% |
| 1Y | +17.2% | -6.8% | +24.1% | +18.1% |
| 3Y | +75.7% | +73.4% | +2.2% | +29.0% |
| 5Y | +75.4% | +161.2% | -85.8% | +1.9% |
| 10Y | +303.3% | +819.5% | -516.2% | +19.9% |
| All | +950.8% | +3,850.6% | -2,899.8% | +26.9% |
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 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