+662.0%
PBR vs BIDU
-48.7%
+710.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +5.4% | -8.1% | +13.5% | +7.2% |
| 30D | +22.9% | -12.8% | +35.7% | +26.1% |
| 3M | +19.6% | -21.3% | +40.9% | +25.2% |
| 6M | +16.5% | -27.0% | +43.4% | +22.3% |
| YTD | +86.7% | -30.0% | +116.7% | +96.9% |
| 1Y | +74.7% | -18.3% | +93.0% | +74.9% |
| 3Y | +102.6% | -33.8% | +136.4% | +106.7% |
| 5Y | +566.6% | -44.3% | +610.9% | +552.1% |
| All | +662.0% | -48.7% | +710.7% | +457.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling