+11.7%
PL vs BIDU
-40.0%
+51.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.6% |
| 7D | +22.3% | -2.3% | +24.6% | +23.9% |
| 30D | -8.3% | -7.3% | -1.0% | -4.4% |
| 3M | -43.3% | -26.0% | -17.3% | -33.6% |
| 6M | -65.8% | -44.5% | -21.3% | -52.9% |
| YTD | -29.5% | -40.6% | +11.1% | -4.9% |
| 1Y | +11.7% | -39.8% | +51.5% | +48.6% |
| All | +11.7% | -40.0% | +51.7% | +48.6% |
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