+14.7%
QLD vs PGR
+21.4%
-6.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +3.3% |
| 7D | -9.4% | +4.1% | -13.4% | -7.3% |
| 30D | -17.1% | +10.4% | -27.5% | -12.0% |
| 3M | -10.4% | +11.4% | -21.8% | -4.2% |
| 6M | +0.7% | +17.9% | -17.2% | +13.5% |
| YTD | +17.7% | +9.8% | +8.0% | +30.5% |
| 1Y | +14.7% | +19.3% | -4.6% | +35.7% |
| All | +14.7% | +21.4% | -6.7% | +35.7% |
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 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