+370.3%
PCAR vs BIDU
-50.4%
+420.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -0.8% |
| 7D | 0.0% | -2.4% | +2.5% | +0.3% |
| 30D | -7.7% | -15.6% | +7.9% | -5.8% |
| 3M | +3.7% | -22.3% | +26.0% | +6.9% |
| 6M | +2.3% | -22.3% | +24.6% | +5.0% |
| YTD | +12.8% | -29.2% | +42.0% | +16.8% |
| 1Y | +27.8% | -14.8% | +42.6% | +28.0% |
| 3Y | +61.8% | -31.8% | +93.6% | +63.8% |
| 5Y | +168.2% | -43.1% | +211.3% | +167.1% |
| All | +370.3% | -50.4% | +420.7% | +329.6% |
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