+3,018.8%
PH vs BIDU
+1,107.7%
+1,911.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | +2.1% | +3.6% | -1.4% | +1.3% |
| 30D | +0.3% | -6.6% | +6.9% | +1.7% |
| 3M | -8.8% | -27.2% | +18.4% | -2.8% |
| 6M | +10.0% | -43.5% | +53.5% | +23.1% |
| YTD | +10.5% | -39.0% | +49.5% | +20.3% |
| 1Y | +15.5% | -39.8% | +55.3% | +25.8% |
| 3Y | +136.4% | -24.8% | +161.1% | +135.3% |
| 5Y | +213.6% | -50.7% | +264.2% | +219.3% |
| 10Y | +713.9% | -51.2% | +765.1% | +666.8% |
| All | +3,018.8% | +1,107.7% | +1,911.1% | +1,514.7% |
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