+1,112.1%
PCAR vs BIDU
+1,407.1%
-295.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.7% |
| 7D | -0.5% | +2.4% | -2.9% | -1.0% |
| 30D | -6.2% | -10.5% | +4.2% | -4.3% |
| 3M | +5.9% | -26.2% | +32.1% | +12.1% |
| 6M | +0.4% | -16.4% | +16.8% | +2.9% |
| YTD | +14.8% | -23.9% | +38.7% | +19.4% |
| 1Y | +30.1% | +1.3% | +28.8% | +25.6% |
| 3Y | +66.7% | -32.1% | +98.7% | +69.9% |
| 5Y | +166.1% | -39.0% | +205.1% | +156.2% |
| 10Y | +353.7% | -44.0% | +397.7% | +304.1% |
| All | +1,112.1% | +1,407.1% | -295.0% | +399.6% |
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 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