+82.1%
QLD vs PGR
+173.1%
-91.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.0% | +3.5% | +3.5% | +6.5% |
| 30D | -14.3% | +10.5% | -24.8% | -15.6% |
| 3M | -16.0% | +12.9% | -28.9% | -17.7% |
| 6M | -14.2% | +20.4% | -34.7% | -18.2% |
| YTD | +12.8% | +10.3% | +2.5% | +9.7% |
| 1Y | +14.1% | +12.5% | +1.5% | +10.1% |
| 3Y | +146.0% | +59.3% | +86.7% | +103.7% |
| All | +82.1% | +173.1% | -91.0% | +7.5% |
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