+376.3%
PSX vs BIDU
-49.1%
+425.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.5% | -5.2% | +6.7% | +2.2% |
| 30D | +15.8% | -14.5% | +30.3% | +18.2% |
| 3M | +43.0% | -22.9% | +65.9% | +47.9% |
| 6M | +61.1% | -27.8% | +88.9% | +66.9% |
| YTD | +104.5% | -30.7% | +135.2% | +112.2% |
| 1Y | +102.5% | -15.8% | +118.3% | +101.7% |
| 3Y | +133.5% | -33.2% | +166.7% | +136.2% |
| 5Y | +367.0% | -44.8% | +411.7% | +364.1% |
| All | +376.3% | -49.1% | +425.5% | +313.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling