+1,606.8%
PGR vs QID
-100.0%
+1,706.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +0.1% |
| 7D | -0.6% | +1.3% | -1.9% | -0.2% |
| 30D | +4.9% | +2.9% | +2.0% | +5.8% |
| 3M | +7.6% | -0.7% | +8.4% | +7.4% |
| 6M | +8.3% | -29.7% | +37.9% | -2.5% |
| YTD | +1.7% | -27.9% | +29.6% | -7.6% |
| 1Y | -6.8% | -34.6% | +27.7% | -17.8% |
| 3Y | +73.4% | -73.5% | +147.0% | +19.6% |
| 5Y | +161.2% | -81.0% | +242.2% | +76.4% |
| 10Y | +819.5% | -99.2% | +918.6% | +118.8% |
| All | +1,606.8% | -100.0% | +1,706.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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