+773.2%
PTC vs BIDU
+1,407.1%
-633.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -7.0% |
| 7D | -10.3% | +2.4% | -12.7% | -10.8% |
| 30D | +1.1% | -10.5% | +11.6% | +3.4% |
| 3M | +1.6% | -26.2% | +27.8% | +8.1% |
| 6M | -13.5% | -16.4% | +2.9% | -11.3% |
| YTD | -19.1% | -23.9% | +4.8% | -15.9% |
| 1Y | -33.9% | +1.3% | -35.2% | -36.7% |
| 3Y | -3.9% | -32.1% | +28.2% | -2.4% |
| 5Y | +6.0% | -39.0% | +45.0% | +2.6% |
| 10Y | +223.7% | -44.0% | +267.8% | +201.2% |
| All | +773.2% | +1,407.1% | -633.9% | +339.7% |
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