+5.2%
VUG vs PGR
+21.4%
-16.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +2.0% |
| 7D | -3.0% | +4.1% | -7.1% | -2.2% |
| 30D | -6.4% | +10.4% | -16.9% | -4.4% |
| 3M | -3.2% | +11.4% | -14.6% | -0.9% |
| 6M | +3.1% | +17.9% | -14.8% | +7.4% |
| YTD | +6.3% | +9.8% | -3.5% | +10.0% |
| 1Y | +5.2% | +19.3% | -14.1% | +11.1% |
| All | +5.2% | +21.4% | -16.2% | +11.1% |
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