+811.9%
PGR vs BIDU
-48.7%
+860.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.6% | -8.1% | +7.5% | -0.3% |
| 30D | +4.9% | -12.8% | +17.8% | +5.4% |
| 3M | +7.6% | -21.3% | +28.9% | +8.4% |
| 6M | +8.3% | -27.0% | +35.2% | +9.1% |
| YTD | +1.7% | -30.0% | +31.8% | +2.6% |
| 1Y | -6.8% | -18.3% | +11.4% | -7.0% |
| 3Y | +73.4% | -33.8% | +107.3% | +74.2% |
| 5Y | +161.2% | -44.3% | +205.5% | +160.9% |
| All | +811.9% | -48.7% | +860.6% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling