+84.4%
PL vs BIDU
-15.6%
+100.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.2% | +1.5% |
| 7D | -7.5% | -2.4% | -5.1% | -6.7% |
| 30D | -25.6% | -15.6% | -9.9% | -19.9% |
| 3M | -45.6% | -22.3% | -23.3% | -39.4% |
| 6M | -29.5% | -22.3% | -7.3% | -20.0% |
| YTD | -9.7% | -29.2% | +19.5% | +6.8% |
| 1Y | +84.4% | -14.8% | +99.2% | +119.6% |
| All | +84.4% | -15.6% | +100.0% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling