+83.0%
PL vs BIDU
-54.4%
+137.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.3% | -2.9% |
| 7D | -9.3% | +2.4% | -11.7% | -10.3% |
| 30D | -18.9% | -10.5% | -8.5% | -15.7% |
| 3M | -58.4% | -26.2% | -32.2% | -52.8% |
| 6M | -30.3% | -16.4% | -13.9% | -25.2% |
| YTD | -8.1% | -23.9% | +15.8% | +1.8% |
| 1Y | +180.5% | +1.3% | +179.2% | +177.0% |
| 3Y | +444.1% | -32.1% | +476.2% | +491.8% |
| 5Y | +83.0% | -39.0% | +122.0% | +93.0% |
| All | +83.0% | -54.4% | +137.4% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling