+31.7%
PTC vs BIDU
-24.2%
+55.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.8% | +5.4% | -4.6% | +0.3% |
| 30D | +0.7% | -5.0% | +5.8% | +1.2% |
| 3M | +32.6% | -26.1% | +58.7% | +35.3% |
| 6M | +33.6% | -42.6% | +76.1% | +38.2% |
| YTD | +12.4% | -38.0% | +50.4% | +15.2% |
| 1Y | +11.2% | -35.7% | +46.9% | +13.5% |
| 3Y | +31.7% | -22.9% | +54.6% | +29.4% |
| All | +31.7% | -24.2% | +55.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling