+144.9%
PM vs BIDU
-23.6%
+168.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -6.6% | +3.6% | -10.2% | -6.6% |
| 30D | -3.4% | -6.6% | +3.1% | -3.4% |
| 3M | +5.3% | -27.2% | +32.5% | +5.5% |
| 6M | +15.5% | -43.5% | +59.0% | +16.2% |
| YTD | +24.3% | -39.0% | +63.2% | +24.6% |
| 1Y | +29.7% | -39.8% | +69.5% | +30.2% |
| 3Y | +144.9% | -24.8% | +169.7% | +141.5% |
| All | +144.9% | -23.6% | +168.5% | +141.5% |
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 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