+73.4%
PGR vs BIDU
-34.3%
+107.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -0.6% | -8.1% | +7.5% | -1.1% |
| 30D | +4.9% | -12.8% | +17.8% | +4.1% |
| 3M | +7.6% | -21.3% | +28.9% | +6.2% |
| 6M | +8.3% | -27.0% | +35.2% | +6.6% |
| YTD | +1.7% | -30.0% | +31.8% | +0.1% |
| 1Y | -6.8% | -18.3% | +11.4% | -7.6% |
| 3Y | +73.4% | -33.8% | +107.3% | +70.5% |
| All | +73.4% | -34.3% | +107.8% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling