+102.6%
PBR vs BIDU
-34.3%
+136.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +5.4% | -8.1% | +13.5% | +6.0% |
| 30D | +22.9% | -12.8% | +35.7% | +24.0% |
| 3M | +19.6% | -21.3% | +40.9% | +21.5% |
| 6M | +16.5% | -27.0% | +43.4% | +18.6% |
| YTD | +86.7% | -30.0% | +116.7% | +90.7% |
| 1Y | +74.7% | -18.3% | +93.0% | +73.6% |
| 3Y | +102.6% | -33.8% | +136.4% | +107.8% |
| All | +102.6% | -34.3% | +136.9% | +107.8% |
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 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