+78.7%
PR vs BIDU
-50.9%
+129.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | -4.6% | -5.4% | +0.8% | -3.5% |
| 3M | +4.7% | -24.7% | +29.4% | +11.7% |
| 6M | +12.4% | -45.3% | +57.7% | +29.3% |
| YTD | +62.9% | -39.0% | +101.8% | +78.4% |
| 1Y | +70.6% | -39.6% | +110.1% | +86.5% |
| 3Y | +90.0% | -24.7% | +114.7% | +84.7% |
| 5Y | +255.5% | -52.3% | +307.8% | +265.2% |
| 10Y | +78.7% | -51.1% | +129.8% | +51.6% |
| All | +78.7% | -50.9% | +129.6% | +51.6% |
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