+217.5%
PNR vs BIDU
+1,294.4%
-1,076.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -3.9% | -2.4% | -1.4% | -3.4% |
| 30D | -13.8% | -16.0% | +2.2% | -11.0% |
| 3M | -22.5% | -24.0% | +1.5% | -18.7% |
| 6M | -37.2% | -24.9% | -12.3% | -34.3% |
| YTD | -44.2% | -29.6% | -14.7% | -41.2% |
| 1Y | -46.6% | -15.2% | -31.5% | -46.4% |
| 3Y | -12.5% | -32.2% | +19.7% | -10.9% |
| 5Y | -19.3% | -43.8% | +24.4% | -20.1% |
| 10Y | +67.5% | -49.5% | +116.9% | +56.2% |
| All | +217.5% | +1,294.4% | -1,076.9% | +64.0% |
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