+282.9%
QCOM vs PGR
+825.1%
-542.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +7.8% | -0.6% | +8.4% | +8.0% |
| 30D | +12.2% | +4.9% | +7.3% | +10.7% |
| 3M | -9.9% | +7.6% | -17.5% | -12.4% |
| 6M | +36.9% | +8.3% | +28.7% | +31.9% |
| YTD | +8.0% | +1.7% | +6.3% | +6.0% |
| 1Y | +15.0% | -6.8% | +21.9% | +15.7% |
| 3Y | +75.8% | +73.4% | +2.4% | +35.1% |
| 5Y | +42.2% | +161.2% | -119.0% | -14.0% |
| All | +282.9% | +825.1% | -542.2% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling