+208.8%
PM vs BIDU
-49.1%
+258.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | +1.9% | -5.2% | +7.2% | +2.3% |
| 30D | +1.9% | -14.5% | +16.4% | +2.9% |
| 3M | +4.6% | -22.9% | +27.5% | +6.3% |
| 6M | +11.7% | -27.8% | +39.5% | +13.8% |
| YTD | +20.4% | -30.7% | +51.0% | +22.7% |
| 1Y | +19.0% | -15.8% | +34.8% | +18.8% |
| 3Y | +130.4% | -33.2% | +163.6% | +131.9% |
| 5Y | +131.5% | -44.8% | +176.3% | +130.9% |
| All | +208.8% | -49.1% | +258.0% | +168.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling