+250.9%
PBF vs BIDU
-51.3%
+302.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +6.5% | -4.6% | +11.0% | +7.6% |
| 30D | -20.0% | -4.5% | -15.4% | -19.3% |
| 3M | -3.3% | -25.4% | +22.0% | +2.6% |
| 6M | +76.8% | -48.1% | +124.9% | +103.3% |
| YTD | +168.9% | -40.2% | +209.1% | +193.5% |
| 1Y | +96.4% | -35.2% | +131.6% | +109.1% |
| 3Y | +77.2% | -27.1% | +104.3% | +76.7% |
| 5Y | +417.7% | -54.2% | +471.9% | +440.4% |
| All | +250.9% | -51.3% | +302.3% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling