+44.8%
PL vs BIDU
-63.4%
+108.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +13.4% | -0.8% | +14.2% | +13.8% |
| 30D | -10.2% | -5.4% | -4.8% | -8.1% |
| 3M | -39.5% | -24.7% | -14.8% | -32.5% |
| 6M | -65.7% | -45.3% | -20.4% | -56.4% |
| YTD | -27.3% | -39.0% | +11.7% | -12.0% |
| 1Y | +15.0% | -39.6% | +54.5% | +39.4% |
| 3Y | +560.8% | -24.7% | +585.5% | +609.4% |
| 5Y | +38.4% | -52.3% | +90.7% | +59.4% |
| All | +44.8% | -63.4% | +108.3% | +65.1% |
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