+319.0%
PAAS vs BIDU
+1,407.1%
-1,088.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -3.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | +6.8% | -10.5% | +17.3% | +9.0% |
| 3M | -2.9% | -26.2% | +23.3% | +2.7% |
| 6M | -16.4% | -16.4% | 0.0% | -13.7% |
| YTD | 0.0% | -23.9% | +23.9% | +4.7% |
| 1Y | +54.3% | +1.3% | +53.0% | +51.1% |
| 3Y | +230.7% | -32.1% | +262.8% | +242.1% |
| 5Y | +111.6% | -39.0% | +150.6% | +112.0% |
| 10Y | +211.7% | -44.0% | +255.8% | +197.5% |
| All | +319.0% | +1,407.1% | -1,088.2% | +141.6% |
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