+8.3%
PGR vs BIDU
-27.0%
+35.3%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.8% |
| 7D | -0.6% | -8.1% | +7.5% | -1.7% |
| 30D | +4.9% | -12.8% | +17.8% | +3.2% |
| 3M | +7.6% | -21.3% | +28.9% | +4.7% |
| 6M | +8.3% | -27.0% | +35.2% | +3.0% |
| All | +8.3% | -27.0% | +35.3% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling