+1,114.5%
PTC vs BIDU
+1,108.5%
+6.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +0.9% | -5.4% | +6.3% | +2.1% |
| 3M | +30.4% | -24.7% | +55.1% | +38.8% |
| 6M | +34.4% | -45.3% | +79.7% | +52.8% |
| YTD | +12.6% | -39.0% | +51.5% | +23.1% |
| 1Y | +10.2% | -39.6% | +49.7% | +20.3% |
| 3Y | +29.4% | -24.7% | +54.1% | +27.9% |
| 5Y | +63.7% | -52.3% | +116.1% | +68.4% |
| 10Y | +316.9% | -51.1% | +367.9% | +300.2% |
| All | +1,114.5% | +1,108.5% | +6.0% | +543.7% |
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