+375.6%
PG vs BIDU
+1,272.6%
-897.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.7% | -5.2% | +2.5% | -2.4% |
| 30D | -1.5% | -14.5% | +12.9% | -0.8% |
| 3M | -3.4% | -22.9% | +19.5% | -2.2% |
| 6M | -7.0% | -27.8% | +20.8% | -5.7% |
| YTD | +2.0% | -30.7% | +32.7% | +3.4% |
| 1Y | -6.5% | -15.8% | +9.3% | -6.5% |
| 3Y | +1.2% | -33.2% | +34.4% | +1.6% |
| 5Y | +12.8% | -44.8% | +57.6% | +12.2% |
| 10Y | +117.7% | -50.3% | +167.9% | +111.1% |
| All | +375.6% | +1,272.6% | -897.0% | +272.1% |
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