-14.8%
PNR vs BIDU
-34.3%
+19.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -6.0% | -8.1% | +2.1% | -5.2% |
| 30D | -14.0% | -12.8% | -1.2% | -12.8% |
| 3M | -21.7% | -21.3% | -0.4% | -19.9% |
| 6M | -37.3% | -27.0% | -10.3% | -35.6% |
| YTD | -45.1% | -30.0% | -15.1% | -43.5% |
| 1Y | -49.1% | -18.3% | -30.9% | -48.9% |
| 3Y | -14.8% | -33.8% | +19.0% | -14.1% |
| All | -14.8% | -34.3% | +19.5% | -14.1% |
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