+6.3%
PGR vs Q
+75.4%
-69.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.1% |
| 7D | -3.4% | +4.1% | -7.5% | -2.9% |
| 30D | +1.8% | -10.7% | +12.5% | +0.5% |
| 3M | +5.9% | -11.7% | +17.6% | +4.3% |
| 6M | +4.6% | +8.3% | -3.8% | +4.5% |
| YTD | +1.1% | +51.3% | -50.2% | +3.2% |
| All | +6.3% | +75.4% | -69.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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