-33.9%
PTC vs BIDU
+1.5%
-35.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -6.1% |
| 7D | -10.3% | +2.4% | -12.7% | -10.3% |
| 30D | +1.1% | -10.5% | +11.6% | +1.2% |
| 3M | +1.6% | -26.2% | +27.8% | +1.7% |
| 6M | -13.5% | -16.4% | +2.9% | -13.8% |
| YTD | -19.1% | -23.9% | +4.8% | -19.3% |
| 1Y | -33.9% | +1.3% | -35.2% | -34.4% |
| All | -33.9% | +1.5% | -35.3% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling