+341.8%
PBF vs BIDU
-48.7%
+390.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +5.3% | -8.1% | +13.4% | +7.3% |
| 30D | +11.7% | -12.8% | +24.5% | +14.8% |
| 3M | +91.1% | -21.3% | +112.4% | +100.6% |
| 6M | +88.4% | -27.0% | +115.4% | +98.1% |
| YTD | +194.1% | -30.0% | +224.1% | +210.5% |
| 1Y | +180.4% | -18.3% | +198.7% | +182.3% |
| 3Y | +59.3% | -33.8% | +93.2% | +63.8% |
| 5Y | +816.3% | -44.3% | +860.6% | +809.6% |
| All | +341.8% | -48.7% | +390.5% | +249.0% |
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