+72.9%
PBR vs BIDU
-34.6%
+107.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.5% | -6.7% |
| 7D | -11.0% | +1.2% | -12.2% | -10.9% |
| 30D | -18.8% | -7.5% | -11.2% | -18.8% |
| 3M | +7.8% | -28.6% | +36.4% | +6.7% |
| 6M | -7.6% | -36.9% | +29.3% | -8.8% |
| YTD | +72.7% | -38.4% | +111.1% | +73.4% |
| 1Y | +72.9% | -35.7% | +108.6% | +76.0% |
| All | +72.9% | -34.6% | +107.6% | +76.0% |
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 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