+21.1%
PL vs BIDU
-48.7%
+69.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +9.1% |
| 7D | -6.8% | +7.2% | -14.0% | -9.6% |
| 30D | -29.3% | -4.0% | -25.3% | -27.9% |
| 3M | -44.8% | -25.1% | -19.6% | -37.9% |
| 6M | -68.4% | -41.8% | -26.6% | -60.1% |
| YTD | -36.4% | -37.3% | +1.0% | -23.0% |
| 1Y | +0.7% | -35.6% | +36.3% | +20.3% |
| 3Y | +455.3% | -24.5% | +479.8% | +494.8% |
| All | +21.1% | -48.7% | +69.9% | +51.7% |
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 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