+415.4%
PBF vs BIDU
-53.5%
+468.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.6% |
| 7D | +4.3% | -2.3% | +6.6% | +4.5% |
| 30D | -21.8% | -7.3% | -14.5% | -21.1% |
| 3M | +1.7% | -26.0% | +27.7% | +5.2% |
| 6M | +69.8% | -44.5% | +114.3% | +81.5% |
| YTD | +167.7% | -40.6% | +208.3% | +181.4% |
| 1Y | +89.0% | -39.8% | +128.8% | +97.8% |
| 3Y | +78.8% | -26.7% | +105.5% | +78.3% |
| 5Y | +415.4% | -54.5% | +469.9% | +478.7% |
| All | +415.4% | -53.5% | +468.9% | +478.7% |
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 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