+169.5%
PR vs BIDU
-49.1%
+218.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.2% |
| 30D | +18.0% | -10.5% | +28.5% | +20.9% |
| 3M | +16.9% | -26.2% | +43.1% | +25.1% |
| 6M | +28.2% | -16.4% | +44.6% | +30.9% |
| YTD | +69.3% | -23.9% | +93.2% | +76.0% |
| 1Y | +69.5% | +1.3% | +68.2% | +59.8% |
| 3Y | +81.7% | -32.1% | +113.8% | +85.2% |
| 5Y | +422.2% | -39.0% | +461.2% | +401.3% |
| 10Y | +110.4% | -44.0% | +154.4% | +68.2% |
| All | +169.5% | -49.1% | +218.6% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling