+3,010.5%
PH vs BIDU
+1,407.1%
+1,603.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.1% |
| 7D | -3.1% | +2.4% | -5.5% | -3.6% |
| 30D | -3.2% | -10.5% | +7.2% | -1.2% |
| 3M | +10.6% | -26.2% | +36.8% | +17.2% |
| 6M | -2.1% | -16.4% | +14.3% | +0.3% |
| YTD | +10.2% | -23.9% | +34.1% | +14.6% |
| 1Y | +28.2% | +1.3% | +26.9% | +23.6% |
| 3Y | +134.9% | -32.1% | +167.0% | +140.1% |
| 5Y | +253.6% | -39.0% | +292.6% | +243.2% |
| 10Y | +804.7% | -44.0% | +848.8% | +728.1% |
| All | +3,010.5% | +1,407.1% | +1,603.3% | +1,437.5% |
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