+75.8%
PR vs BIDU
-35.7%
+111.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +2.2% |
| 7D | -16.4% | +7.2% | -23.6% | -15.9% |
| 30D | -1.9% | -4.0% | +2.1% | -2.0% |
| 3M | +8.0% | -25.1% | +33.1% | +6.2% |
| 6M | +4.1% | -41.8% | +45.9% | +1.4% |
| YTD | +58.7% | -37.3% | +96.0% | +57.3% |
| 1Y | +75.8% | -35.6% | +111.4% | +74.4% |
| All | +75.8% | -35.7% | +111.5% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling