+15.0%
QCOM vs PGR
-6.1%
+21.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.1% |
| 7D | +7.8% | -0.6% | +8.4% | +7.6% |
| 30D | +12.2% | +4.9% | +7.3% | +14.5% |
| 3M | -9.9% | +7.6% | -17.5% | -5.5% |
| 6M | +36.9% | +8.3% | +28.7% | +44.8% |
| YTD | +8.0% | +1.7% | +6.3% | +12.9% |
| 1Y | +15.0% | -6.8% | +21.9% | +19.2% |
| All | +15.0% | -6.1% | +21.1% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling