+38.2%
QCOM vs PGR
+159.1%
-120.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +4.9% | -3.4% | +8.4% | +5.0% |
| 30D | +9.3% | +1.8% | +7.5% | +9.3% |
| 3M | -7.0% | +5.9% | -12.9% | -7.3% |
| 6M | +32.0% | +4.6% | +27.5% | +31.6% |
| YTD | +5.0% | +1.1% | +4.0% | +5.0% |
| 1Y | +13.6% | -6.6% | +20.2% | +14.7% |
| 3Y | +77.6% | +74.2% | +3.4% | +59.6% |
| 5Y | +38.2% | +159.5% | -121.3% | +6.6% |
| All | +38.2% | +159.1% | -120.9% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling