+782.8%
PH vs BIDU
-49.1%
+832.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -3.1% | -5.2% | +2.1% | -2.2% |
| 30D | -11.8% | -14.5% | +2.7% | -9.3% |
| 3M | +6.9% | -22.9% | +29.8% | +11.9% |
| 6M | -1.3% | -27.8% | +26.5% | +3.9% |
| YTD | +7.0% | -30.7% | +37.6% | +12.9% |
| 1Y | +23.1% | -15.8% | +38.9% | +23.4% |
| 3Y | +135.4% | -33.2% | +168.6% | +140.6% |
| 5Y | +250.3% | -44.8% | +295.1% | +250.4% |
| All | +782.8% | -49.1% | +832.0% | +664.3% |
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