+251.1%
PH vs BIDU
-42.3%
+293.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | 0.0% | -2.4% | +2.5% | +0.3% |
| 30D | -10.3% | -16.0% | +5.7% | -8.4% |
| 3M | +5.1% | -24.0% | +29.1% | +8.6% |
| 6M | +2.3% | -24.9% | +27.2% | +5.3% |
| YTD | +8.7% | -29.6% | +38.3% | +12.5% |
| 1Y | +26.8% | -15.2% | +41.9% | +26.9% |
| 3Y | +139.2% | -32.2% | +171.4% | +141.3% |
| 5Y | +251.1% | -43.8% | +294.9% | +251.2% |
| All | +251.1% | -42.3% | +293.4% | +251.2% |
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