-32.6%
BIDU vs PFGC
+409.4%
-442.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | -15.6% | -15.8% | +0.1% | -12.2% |
| 3M | -22.3% | -0.6% | -21.7% | -22.4% |
| 6M | -22.3% | +10.7% | -32.9% | -24.5% |
| YTD | -29.2% | +7.6% | -36.8% | -31.0% |
| 1Y | -14.8% | -7.8% | -7.0% | -14.1% |
| 3Y | -31.8% | +63.7% | -95.5% | -41.0% |
| 5Y | -43.1% | +112.3% | -155.4% | -53.9% |
| 10Y | -50.6% | +286.7% | -337.3% | -67.0% |
| All | -32.6% | +409.4% | -442.1% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling