+1,502.1%
QLD vs PGR
+835.3%
+666.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.0% | +3.5% | +3.5% | +5.1% |
| 30D | -14.3% | +10.5% | -24.8% | -18.8% |
| 3M | -16.0% | +12.9% | -28.9% | -21.8% |
| 6M | -14.2% | +20.4% | -34.7% | -25.1% |
| YTD | +12.8% | +10.3% | +2.5% | +2.4% |
| 1Y | +14.1% | +12.5% | +1.5% | +2.0% |
| 3Y | +146.0% | +59.3% | +86.7% | +62.9% |
| 5Y | +82.0% | +173.9% | -91.9% | -27.7% |
| All | +1,502.1% | +835.3% | +666.8% | +242.4% |
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