+19.5%
PFE vs BIDU
-38.7%
+58.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | -1.7% | -4.6% | +2.9% | -1.4% |
| 30D | +0.3% | -4.5% | +4.9% | +0.6% |
| 3M | +9.4% | -25.4% | +34.7% | +11.1% |
| 6M | +14.9% | -48.1% | +63.0% | +19.9% |
| YTD | +23.8% | -40.2% | +64.0% | +26.1% |
| 1Y | +19.5% | -35.2% | +54.8% | +20.0% |
| All | +19.5% | -38.7% | +58.3% | +20.0% |
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