-43.9%
BIDU vs PFG
+107.2%
-151.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -2.4% | +3.2% | -5.7% | -4.0% |
| 30D | -16.0% | +0.9% | -16.9% | -16.5% |
| 3M | -24.0% | +7.7% | -31.7% | -27.1% |
| 6M | -24.9% | +29.0% | -53.8% | -34.1% |
| YTD | -29.6% | +32.5% | -62.0% | -39.3% |
| 1Y | -15.2% | +47.3% | -62.5% | -30.9% |
| 3Y | -32.2% | +68.2% | -100.4% | -50.2% |
| All | -43.9% | +107.2% | -151.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling