+4.5%
QQQM vs PGR
+18.4%
-13.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.5% |
| 7D | -9.4% | +1.3% | -10.7% | -9.1% |
| 30D | -14.7% | +10.0% | -24.6% | -12.3% |
| 3M | -9.6% | +9.6% | -19.2% | -7.0% |
| 6M | -4.7% | +18.0% | -22.7% | +0.8% |
| YTD | +5.9% | +9.0% | -3.1% | +10.9% |
| 1Y | +4.5% | +18.8% | -14.3% | +13.0% |
| All | +4.5% | +18.4% | -13.9% | +13.0% |
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