+185.7%
PFE vs BIDU
+1,407.1%
-1,221.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.6% |
| 7D | +1.8% | +2.4% | -0.7% | +1.5% |
| 30D | +10.2% | -10.5% | +20.7% | +11.2% |
| 3M | +12.7% | -26.2% | +38.9% | +15.5% |
| 6M | +10.5% | -16.4% | +26.9% | +11.7% |
| YTD | +20.2% | -23.9% | +44.0% | +22.2% |
| 1Y | +24.1% | +1.3% | +22.8% | +22.3% |
| 3Y | -3.6% | -32.1% | +28.5% | -2.6% |
| 5Y | -20.9% | -39.0% | +18.1% | -22.0% |
| 10Y | +35.8% | -44.0% | +79.9% | +28.7% |
| All | +185.7% | +1,407.1% | -1,221.4% | +97.1% |
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