+19.3%
PH vs BIDU
-34.6%
+54.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.5% | -8.2% | -4.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.3% |
| 30D | -6.7% | -7.5% | +0.8% | -6.1% |
| 3M | -8.1% | -28.6% | +20.4% | -5.4% |
| 6M | +5.3% | -36.9% | +42.2% | +9.5% |
| YTD | +4.2% | -38.4% | +42.6% | +7.5% |
| 1Y | +19.3% | -35.7% | +55.0% | +22.3% |
| All | +19.3% | -34.6% | +54.0% | +22.3% |
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 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