+13.4%
PG vs BIDU
-44.1%
+57.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | -0.8% | -8.1% | +7.3% | -0.7% |
| 30D | +0.8% | -12.8% | +13.6% | +1.0% |
| 3M | -1.3% | -21.3% | +19.9% | -1.1% |
| 6M | -3.8% | -27.0% | +23.1% | -3.5% |
| YTD | +3.6% | -30.0% | +33.7% | +3.9% |
| 1Y | -5.7% | -18.3% | +12.5% | -5.9% |
| 3Y | +1.6% | -33.8% | +35.4% | +1.5% |
| All | +13.4% | -44.1% | +57.4% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling