+180.4%
PBF vs BIDU
-16.8%
+197.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +5.3% | -8.1% | +13.4% | +5.8% |
| 30D | +11.7% | -12.8% | +24.5% | +12.6% |
| 3M | +91.1% | -21.3% | +112.4% | +93.3% |
| 6M | +88.4% | -27.0% | +115.4% | +91.2% |
| YTD | +194.1% | -30.0% | +224.1% | +199.5% |
| 1Y | +180.4% | -18.3% | +198.7% | +174.7% |
| All | +180.4% | -16.8% | +197.2% | +174.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling