+763.1%
PM vs BIDU
+289.7%
+473.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.0% | -2.4% |
| 7D | -4.9% | +2.4% | -7.3% | -5.1% |
| 30D | -3.4% | -10.5% | +7.1% | -2.4% |
| 3M | +5.2% | -26.2% | +31.4% | +8.3% |
| 6M | +3.7% | -16.4% | +20.1% | +4.9% |
| YTD | +15.8% | -23.9% | +39.6% | +18.0% |
| 1Y | +17.4% | +1.3% | +16.1% | +14.9% |
| 3Y | +116.9% | -32.1% | +149.0% | +118.8% |
| 5Y | +117.3% | -39.0% | +156.3% | +112.8% |
| 10Y | +193.8% | -44.0% | +237.8% | +172.1% |
| All | +763.1% | +289.7% | +473.4% | +388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling