+46.2%
PFE vs BIDU
-52.8%
+99.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | -0.7% | +3.6% | -4.3% | -0.9% |
| 30D | +5.3% | -6.6% | +11.9% | +5.7% |
| 3M | +10.1% | -27.2% | +37.3% | +12.1% |
| 6M | +18.0% | -43.5% | +61.5% | +21.8% |
| YTD | +25.8% | -39.0% | +64.8% | +28.9% |
| 1Y | +28.4% | -39.8% | +68.2% | +31.6% |
| 3Y | +20.9% | -24.8% | +45.7% | +20.9% |
| 5Y | -21.5% | -50.7% | +29.1% | -21.0% |
| 10Y | +46.2% | -51.2% | +97.5% | +34.7% |
| All | +46.2% | -52.8% | +99.0% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling