+1,561.5%
QQQ vs PGR
+3,702.6%
-2,141.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -1.2% | +4.9% | -6.2% | -3.1% |
| 3M | -0.2% | +7.6% | -7.8% | -3.9% |
| 6M | +17.9% | +8.3% | +9.7% | +12.6% |
| YTD | +16.6% | +1.7% | +14.9% | +13.7% |
| 1Y | +23.0% | -6.8% | +29.8% | +23.3% |
| 3Y | +92.9% | +73.4% | +19.5% | +47.6% |
| 5Y | +95.6% | +161.2% | -65.6% | +22.7% |
| 10Y | +570.4% | +819.5% | -249.1% | +143.1% |
| All | +1,561.5% | +3,702.6% | -2,141.2% | +246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling