+208.4%
PTC vs BIDU
-50.4%
+258.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.0% | +1.5% | -4.0% |
| 7D | -12.8% | -2.4% | -10.4% | -12.4% |
| 30D | -9.8% | -15.6% | +5.9% | -6.6% |
| 3M | -2.1% | -22.3% | +20.2% | +3.0% |
| 6M | -18.1% | -22.3% | +4.2% | -14.8% |
| YTD | -23.5% | -29.2% | +5.7% | -19.3% |
| 1Y | -37.4% | -14.8% | -22.5% | -37.7% |
| 3Y | -7.2% | -31.8% | +24.6% | -6.0% |
| 5Y | +2.7% | -43.1% | +45.8% | +1.4% |
| All | +208.4% | -50.4% | +258.8% | +164.1% |
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