+84.5%
PR vs BIDU
-51.3%
+135.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | +6.0% | -4.6% | +10.5% | +7.2% |
| 30D | -4.2% | -4.5% | +0.3% | -3.3% |
| 3M | +10.0% | -25.4% | +35.3% | +17.5% |
| 6M | +15.6% | -48.1% | +63.7% | +34.8% |
| YTD | +68.2% | -40.2% | +108.4% | +85.2% |
| 1Y | +79.2% | -35.2% | +114.4% | +92.0% |
| 3Y | +94.9% | -27.1% | +122.0% | +91.1% |
| 5Y | +272.8% | -54.2% | +327.0% | +288.2% |
| All | +84.5% | -51.3% | +135.8% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling