+368.5%
PSX vs BIDU
-42.3%
+410.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.8% | -2.4% | +4.3% | +2.0% |
| 30D | +21.6% | -16.0% | +37.6% | +23.5% |
| 3M | +46.5% | -24.0% | +70.5% | +50.0% |
| 6M | +62.0% | -24.9% | +86.9% | +65.1% |
| YTD | +106.3% | -29.6% | +135.9% | +111.1% |
| 1Y | +103.0% | -15.2% | +118.1% | +101.8% |
| 3Y | +135.5% | -32.2% | +167.7% | +135.3% |
| 5Y | +368.5% | -43.8% | +412.3% | +378.0% |
| All | +368.5% | -42.3% | +410.8% | +378.0% |
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