+236.0%
PAAS vs BIDU
+1,140.5%
-904.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.6% | +0.8% |
| 7D | +8.4% | +7.2% | +1.2% | +7.0% |
| 30D | -7.2% | -4.0% | -3.1% | -6.3% |
| 3M | -14.0% | -25.1% | +11.1% | -9.0% |
| 6M | -26.8% | -41.8% | +15.0% | -18.8% |
| YTD | -19.8% | -37.3% | +17.6% | -12.7% |
| 1Y | +22.8% | -35.6% | +58.4% | +32.6% |
| 3Y | +183.6% | -24.5% | +208.1% | +188.4% |
| 5Y | +73.8% | -48.3% | +122.1% | +80.5% |
| 10Y | +185.6% | -51.2% | +236.7% | +180.3% |
| All | +236.0% | +1,140.5% | -904.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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