+1,112.1%
PSX vs BIDU
-32.5%
+1,144.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.5% |
| 7D | +4.5% | +2.4% | +2.1% | +4.1% |
| 30D | +26.6% | -10.5% | +37.1% | +28.5% |
| 3M | +39.3% | -26.2% | +65.5% | +45.5% |
| 6M | +56.8% | -16.4% | +73.2% | +59.1% |
| YTD | +101.8% | -23.9% | +125.7% | +107.1% |
| 1Y | +99.6% | +1.3% | +98.3% | +92.8% |
| 3Y | +140.3% | -32.1% | +172.4% | +143.4% |
| 5Y | +339.3% | -39.0% | +378.3% | +328.2% |
| 10Y | +369.9% | -44.0% | +413.9% | +314.1% |
| All | +1,112.1% | -32.5% | +1,144.6% | +848.3% |
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