+927.7%
PCAR vs BIDU
+1,127.7%
-200.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +2.9% | +5.4% | -2.5% | +1.8% |
| 30D | -2.1% | -5.0% | +2.9% | -1.1% |
| 3M | -20.4% | -26.1% | +5.8% | -15.5% |
| 6M | -7.0% | -42.6% | +35.6% | +3.3% |
| YTD | -2.6% | -38.0% | +35.3% | +5.4% |
| 1Y | +9.8% | -35.7% | +45.4% | +17.6% |
| 3Y | +37.3% | -22.9% | +60.2% | +35.7% |
| 5Y | +116.4% | -49.9% | +166.3% | +117.4% |
| 10Y | +293.0% | -52.0% | +344.9% | +260.5% |
| All | +927.7% | +1,127.7% | -200.0% | +341.3% |
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