+572.2%
PBR vs BIDU
-45.6%
+617.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.3% |
| 7D | +4.2% | -5.2% | +9.5% | +4.7% |
| 30D | +22.7% | -14.5% | +37.2% | +24.5% |
| 3M | +21.5% | -22.9% | +44.4% | +24.4% |
| 6M | +24.0% | -27.8% | +51.8% | +27.1% |
| YTD | +88.2% | -30.7% | +118.9% | +93.5% |
| 1Y | +74.8% | -15.8% | +90.6% | +74.2% |
| 3Y | +105.1% | -33.2% | +138.4% | +106.4% |
| 5Y | +572.2% | -44.8% | +617.0% | +583.9% |
| All | +572.2% | -45.6% | +617.8% | +583.9% |
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