+8.3%
PGR vs BWA
+27.7%
-19.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +1.1% |
| 7D | -0.6% | -1.3% | +0.7% | -1.0% |
| 30D | +4.9% | -2.9% | +7.9% | +4.3% |
| 3M | +7.6% | -10.7% | +18.4% | +5.5% |
| 6M | +8.3% | +26.5% | -18.2% | +12.4% |
| All | +8.3% | +27.7% | -19.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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