+168.2%
PCAR vs BIDU
-44.5%
+212.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | -1.1% |
| 7D | 0.0% | -2.4% | +2.5% | +0.3% |
| 30D | -7.7% | -15.6% | +7.9% | -6.3% |
| 3M | +3.7% | -22.3% | +26.0% | +6.0% |
| 6M | +2.3% | -22.3% | +24.6% | +4.3% |
| YTD | +12.8% | -29.2% | +42.0% | +15.7% |
| 1Y | +27.8% | -14.8% | +42.6% | +28.0% |
| 3Y | +61.8% | -31.8% | +93.6% | +62.6% |
| 5Y | +168.2% | -43.1% | +211.3% | +168.7% |
| All | +168.2% | -44.5% | +212.7% | +168.7% |
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