+106.6%
PCAR vs BIDU
-48.7%
+155.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.7% |
| 7D | +0.1% | +7.2% | -7.1% | -0.6% |
| 30D | -4.6% | -4.0% | -0.5% | -4.2% |
| 3M | -22.6% | -25.1% | +2.5% | -20.6% |
| 6M | -12.0% | -41.8% | +29.8% | -7.7% |
| YTD | -6.1% | -37.3% | +31.2% | -2.6% |
| 1Y | +6.3% | -35.6% | +41.9% | +9.8% |
| 3Y | +31.8% | -24.5% | +56.3% | +31.3% |
| All | +106.6% | -48.7% | +155.4% | +108.4% |
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