+176.0%
QLD vs PGR
+73.2%
+102.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.9% | -2.7% | +4.5% | +1.6% |
| 30D | -1.8% | +0.7% | -2.5% | -1.7% |
| 3M | -0.1% | +7.7% | -7.8% | 0.0% |
| 6M | +32.6% | +4.3% | +28.2% | +32.9% |
| YTD | +27.9% | +0.7% | +27.2% | +28.7% |
| 1Y | +40.3% | -5.7% | +45.9% | +43.0% |
| All | +176.0% | +73.2% | +102.7% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling