+46.9%
PM vs BIDU
-34.6%
+81.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.7% |
| 7D | +4.3% | +1.2% | +3.1% | +4.3% |
| 30D | +11.5% | -7.5% | +19.0% | +11.1% |
| 3M | +13.0% | -28.6% | +41.6% | +11.9% |
| 6M | +25.9% | -36.9% | +62.8% | +24.6% |
| YTD | +34.0% | -38.4% | +72.4% | +32.7% |
| 1Y | +46.9% | -35.7% | +82.5% | +46.5% |
| All | +46.9% | -34.6% | +81.5% | +46.5% |
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