+65.2%
PR vs BIDU
-52.2%
+117.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.2% |
| 7D | -16.4% | +7.2% | -23.6% | -17.9% |
| 30D | -1.9% | -4.0% | +2.1% | -1.1% |
| 3M | +8.0% | -25.1% | +33.1% | +15.3% |
| 6M | +4.1% | -41.8% | +45.9% | +17.7% |
| YTD | +58.7% | -37.3% | +96.0% | +72.8% |
| 1Y | +75.8% | -35.6% | +111.4% | +88.8% |
| 3Y | +73.2% | -24.5% | +97.6% | +68.5% |
| 5Y | +230.1% | -48.3% | +278.4% | +228.7% |
| All | +65.2% | -52.2% | +117.4% | +36.8% |
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