+590.3%
PBR vs BIDU
+1,294.4%
-704.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +0.3% | -2.4% | +2.8% | +0.8% |
| 30D | +17.5% | -16.0% | +33.5% | +22.9% |
| 3M | +20.9% | -24.0% | +44.9% | +29.5% |
| 6M | +20.2% | -24.9% | +45.1% | +27.0% |
| YTD | +84.3% | -29.6% | +113.8% | +96.9% |
| 1Y | +77.1% | -15.2% | +92.3% | +75.8% |
| 3Y | +100.8% | -32.2% | +133.0% | +103.4% |
| 5Y | +556.1% | -43.8% | +599.9% | +525.5% |
| 10Y | +676.1% | -49.5% | +725.5% | +600.6% |
| All | +590.3% | +1,294.4% | -704.1% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling