+31.0%
PL vs BIDU
-54.4%
+85.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | +10.0% | -4.6% | +14.6% | +12.2% |
| 30D | -2.3% | -4.5% | +2.3% | -0.3% |
| 3M | -44.2% | -25.4% | -18.8% | -37.1% |
| 6M | -66.1% | -48.1% | -18.0% | -55.2% |
| YTD | -30.0% | -40.2% | +10.2% | -13.6% |
| 1Y | +21.0% | -35.2% | +56.3% | +44.2% |
| 3Y | +516.5% | -27.1% | +543.6% | +570.5% |
| All | +31.0% | -54.4% | +85.4% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling