+159.0%
PM vs BIDU
-50.7%
+209.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -6.6% | +3.6% | -10.2% | -6.7% |
| 30D | -3.4% | -6.6% | +3.1% | -3.2% |
| 3M | +5.3% | -27.2% | +32.5% | +6.5% |
| 6M | +15.5% | -43.5% | +59.0% | +18.0% |
| YTD | +24.3% | -39.0% | +63.2% | +26.2% |
| 1Y | +29.7% | -39.8% | +69.5% | +31.7% |
| 3Y | +144.9% | -24.8% | +169.7% | +143.1% |
| 5Y | +159.0% | -50.7% | +209.7% | +163.8% |
| All | +159.0% | -50.7% | +209.7% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling