-37.4%
PCG vs BIDU
+1,407.1%
-1,444.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.6% | +2.1% |
| 7D | -13.9% | +2.4% | -16.3% | -14.0% |
| 30D | -16.9% | -10.5% | -6.4% | -16.2% |
| 3M | -14.7% | -26.2% | +11.5% | -12.8% |
| 6M | -23.8% | -16.4% | -7.4% | -23.1% |
| YTD | -10.5% | -23.9% | +13.4% | -9.3% |
| 1Y | -5.1% | +1.3% | -6.4% | -6.6% |
| 3Y | -11.6% | -32.1% | +20.5% | -11.1% |
| 5Y | +59.0% | -39.0% | +98.0% | +57.2% |
| 10Y | -75.7% | -44.0% | -31.7% | -76.7% |
| All | -37.4% | +1,407.1% | -1,444.5% | -53.2% |
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