+56.0%
PBF vs BIDU
-32.1%
+88.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.0% | +10.2% | +4.4% |
| 7D | +2.4% | -2.4% | +4.8% | +2.6% |
| 30D | +24.9% | -15.6% | +40.5% | +27.9% |
| 3M | +81.9% | -22.3% | +104.2% | +88.4% |
| 6M | +79.4% | -22.3% | +101.6% | +83.0% |
| YTD | +188.3% | -29.2% | +217.5% | +199.2% |
| 1Y | +177.3% | -14.8% | +192.1% | +172.7% |
| 3Y | +56.0% | -31.8% | +87.8% | +52.1% |
| All | +56.0% | -32.1% | +88.1% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling