+147.8%
PR vs BIDU
-59.3%
+207.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | -16.5% | +1.1% | -17.6% | -16.9% |
| 30D | -4.5% | -8.7% | +4.2% | -2.6% |
| 3M | +8.5% | -28.5% | +37.0% | +17.1% |
| 6M | -3.3% | -37.0% | +33.7% | +6.3% |
| YTD | +55.7% | -39.2% | +94.9% | +70.4% |
| 1Y | +82.0% | -35.6% | +117.6% | +95.0% |
| 3Y | +62.5% | -27.5% | +90.0% | +60.1% |
| 5Y | +223.9% | -49.8% | +273.7% | +225.4% |
| 10Y | +64.2% | -52.6% | +116.8% | +38.6% |
| All | +147.8% | -59.3% | +207.1% | +106.7% |
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