+530.2%
PLD vs BIDU
+1,407.1%
-877.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | -2.4% | -10.5% | +8.0% | -0.2% |
| 3M | -3.8% | -26.2% | +22.4% | +2.4% |
| 6M | 0.0% | -16.4% | +16.4% | +2.7% |
| YTD | +9.2% | -23.9% | +33.1% | +13.8% |
| 1Y | +25.9% | +1.3% | +24.6% | +20.9% |
| 3Y | +21.3% | -32.1% | +53.4% | +23.9% |
| 5Y | +14.1% | -39.0% | +53.1% | +10.0% |
| 10Y | +237.9% | -44.0% | +281.9% | +197.7% |
| All | +530.2% | +1,407.1% | -877.0% | +133.4% |
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