+696.1%
PH vs BIDU
-51.7%
+747.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -1.0% |
| 7D | +7.4% | -2.3% | +9.7% | +7.9% |
| 30D | +0.5% | -7.3% | +7.8% | +1.9% |
| 3M | -10.2% | -26.0% | +15.7% | -5.1% |
| 6M | +8.9% | -44.5% | +53.4% | +21.2% |
| YTD | +9.7% | -40.6% | +50.2% | +19.2% |
| 1Y | +12.8% | -39.8% | +52.6% | +22.0% |
| 3Y | +134.6% | -26.7% | +161.3% | +133.8% |
| 5Y | +204.5% | -54.5% | +259.0% | +218.9% |
| All | +696.1% | -51.7% | +747.8% | +601.6% |
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