+37.1%
QLD vs PGR
-5.0%
+42.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.0% |
| 7D | -2.6% | -3.4% | +0.8% | -4.5% |
| 30D | -3.3% | +1.8% | -5.1% | -2.1% |
| 3M | +1.8% | +5.9% | -4.1% | +6.8% |
| 6M | +29.7% | +4.6% | +25.2% | +36.6% |
| YTD | +25.1% | +1.1% | +24.1% | +30.6% |
| 1Y | +37.1% | -6.6% | +43.7% | +42.8% |
| All | +37.1% | -5.0% | +42.1% | +42.8% |
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