+121.0%
QLD vs PGR
+159.1%
-38.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -2.6% | -3.4% | +0.8% | -2.1% |
| 30D | -3.3% | +1.8% | -5.1% | -3.6% |
| 3M | +1.8% | +5.9% | -4.1% | -0.3% |
| 6M | +29.7% | +4.6% | +25.2% | +27.0% |
| YTD | +25.1% | +1.1% | +24.1% | +23.4% |
| 1Y | +37.1% | -6.6% | +43.7% | +38.4% |
| 3Y | +176.3% | +74.2% | +102.1% | +114.2% |
| 5Y | +121.0% | +159.5% | -38.5% | +35.3% |
| All | +121.0% | +159.1% | -38.1% | +35.3% |
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