+124.3%
PM vs BIDU
-32.1%
+156.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.3% |
| 7D | -1.3% | -2.4% | +1.1% | -1.3% |
| 30D | -2.6% | -15.6% | +13.1% | -2.3% |
| 3M | +5.8% | -22.3% | +28.1% | +6.2% |
| 6M | +10.6% | -22.3% | +32.8% | +10.9% |
| YTD | +17.2% | -29.2% | +46.3% | +17.6% |
| 1Y | +17.6% | -14.8% | +32.5% | +16.9% |
| 3Y | +124.3% | -31.8% | +156.0% | +130.2% |
| All | +124.3% | -32.1% | +156.3% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling