+116.1%
PG vs BIDU
-48.7%
+164.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -0.8% | -8.1% | +7.3% | -0.6% |
| 30D | +0.8% | -12.8% | +13.6% | +1.2% |
| 3M | -1.3% | -21.3% | +19.9% | -0.8% |
| 6M | -3.8% | -27.0% | +23.1% | -3.2% |
| YTD | +3.6% | -30.0% | +33.7% | +4.3% |
| 1Y | -5.7% | -18.3% | +12.5% | -5.8% |
| 3Y | +1.6% | -33.8% | +35.4% | +1.8% |
| 5Y | +14.6% | -44.3% | +58.9% | +14.3% |
| All | +116.1% | -48.7% | +164.8% | +101.3% |
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