+188.1%
PGR vs QS
-46.4%
+234.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.7% |
| 7D | -0.6% | -3.6% | +3.0% | -0.6% |
| 30D | +4.9% | -17.2% | +22.2% | +4.9% |
| 3M | +7.6% | -27.0% | +34.6% | +7.6% |
| 6M | +8.3% | -24.6% | +32.8% | +8.2% |
| YTD | +1.7% | -49.3% | +51.1% | +1.7% |
| 1Y | -6.8% | -40.3% | +33.5% | -7.0% |
| 3Y | +73.4% | -23.8% | +97.3% | +72.6% |
| 5Y | +161.2% | -75.0% | +236.2% | +159.7% |
| All | +188.1% | -46.4% | +234.5% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling