+78.5%
VUG vs PGR
+159.7%
-81.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -1.0% | +4.9% | -5.9% | -1.5% |
| 3M | +3.5% | +7.6% | -4.1% | +2.2% |
| 6M | +14.2% | +8.3% | +5.9% | +12.5% |
| YTD | +8.5% | +1.7% | +6.8% | +7.8% |
| 1Y | +12.9% | -6.8% | +19.7% | +13.9% |
| 3Y | +85.6% | +73.4% | +12.2% | +62.5% |
| All | +78.5% | +159.7% | -81.2% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling