+801.9%
PBF vs BIDU
-42.3%
+844.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +1.6% |
| 30D | +15.8% | -16.0% | +31.8% | +18.3% |
| 3M | +90.3% | -24.0% | +114.3% | +96.6% |
| 6M | +102.8% | -24.9% | +127.7% | +108.0% |
| YTD | +187.3% | -29.6% | +216.9% | +196.8% |
| 1Y | +161.8% | -15.2% | +177.0% | +161.6% |
| 3Y | +55.5% | -32.2% | +87.6% | +56.2% |
| 5Y | +801.9% | -43.8% | +845.7% | +880.2% |
| All | +801.9% | -42.3% | +844.2% | +880.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling