+655.3%
BIDU vs PFG
+382.4%
+272.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.4% | -5.6% | -6.5% |
| 7D | -2.4% | +6.0% | -8.4% | -4.5% |
| 30D | -15.6% | +2.2% | -17.9% | -16.4% |
| 3M | -22.3% | +10.4% | -32.7% | -25.2% |
| 6M | -22.3% | +27.8% | -50.0% | -29.0% |
| YTD | -29.2% | +33.6% | -62.8% | -36.5% |
| 1Y | -14.8% | +49.3% | -64.1% | -26.7% |
| 3Y | -31.8% | +69.7% | -101.5% | -44.5% |
| 5Y | -43.1% | +111.3% | -154.5% | -57.4% |
| 10Y | -50.6% | +240.3% | -290.9% | -70.8% |
| All | +655.3% | +382.4% | +272.8% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling