+1,158.7%
PSX vs BIDU
-47.0%
+1,205.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +7.8% | -4.6% | +12.4% | +8.6% |
| 30D | -10.9% | -4.5% | -6.4% | -10.3% |
| 3M | +14.5% | -25.4% | +39.8% | +19.3% |
| 6M | +56.1% | -48.1% | +104.2% | +71.9% |
| YTD | +109.6% | -40.2% | +149.8% | +122.8% |
| 1Y | +95.5% | -35.2% | +130.7% | +104.5% |
| 3Y | +156.2% | -27.1% | +183.3% | +154.8% |
| 5Y | +310.0% | -54.2% | +364.2% | +319.1% |
| 10Y | +368.0% | -52.0% | +420.1% | +320.6% |
| All | +1,158.7% | -47.0% | +1,205.7% | +920.5% |
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