+255.5%
PR vs BIDU
-51.6%
+307.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -4.6% | -5.4% | +0.8% | -4.0% |
| 3M | +4.7% | -24.7% | +29.4% | +8.6% |
| 6M | +12.4% | -45.3% | +57.7% | +21.8% |
| YTD | +62.9% | -39.0% | +101.8% | +71.8% |
| 1Y | +70.6% | -39.6% | +110.1% | +79.8% |
| 3Y | +90.0% | -24.7% | +114.7% | +86.6% |
| 5Y | +255.5% | -52.3% | +307.8% | +285.8% |
| All | +255.5% | -51.6% | +307.1% | +285.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling