+84.9%
PR vs BIDU
-23.6%
+108.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.0% |
| 7D | -9.5% | +3.6% | -13.1% | -9.8% |
| 30D | -5.7% | -6.6% | +0.9% | -5.2% |
| 3M | +3.0% | -27.2% | +30.2% | +5.6% |
| 6M | +11.8% | -43.5% | +55.3% | +17.4% |
| YTD | +58.5% | -39.0% | +97.5% | +64.0% |
| 1Y | +69.9% | -39.8% | +109.6% | +75.8% |
| 3Y | +84.9% | -24.8% | +109.7% | +76.8% |
| All | +84.9% | -23.6% | +108.5% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling