+24.1%
PFE vs BIDU
+1.5%
+22.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.4% |
| 7D | +1.8% | +2.4% | -0.7% | +1.6% |
| 30D | +10.2% | -10.5% | +20.7% | +10.8% |
| 3M | +12.7% | -26.2% | +38.9% | +14.4% |
| 6M | +10.5% | -16.4% | +26.9% | +11.2% |
| YTD | +20.2% | -23.9% | +44.0% | +21.1% |
| 1Y | +24.1% | +1.3% | +22.8% | +27.5% |
| All | +24.1% | +1.5% | +22.6% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling