-50.4%
BIDU vs PFGC
+292.9%
-343.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -8.1% | -4.8% | -3.4% | -7.0% |
| 30D | -12.8% | -12.5% | -0.3% | -10.0% |
| 3M | -21.3% | -9.7% | -11.6% | -19.6% |
| 6M | -27.0% | +7.0% | -34.0% | -28.5% |
| YTD | -30.0% | +4.5% | -34.5% | -31.4% |
| 1Y | -18.3% | -11.6% | -6.7% | -16.7% |
| 3Y | -33.8% | +58.5% | -92.3% | -42.3% |
| 5Y | -44.3% | +112.6% | -156.9% | -54.9% |
| All | -50.4% | +292.9% | -343.3% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling