+5,895.6%
PWR vs BIDU
+1,302.3%
+4,593.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -7.0% | +9.3% | +4.0% |
| 7D | +4.5% | -2.4% | +7.0% | +5.0% |
| 30D | -4.9% | -15.6% | +10.8% | -1.3% |
| 3M | -7.9% | -22.3% | +14.4% | -2.6% |
| 6M | +18.3% | -22.3% | +40.6% | +24.4% |
| YTD | +51.5% | -29.2% | +80.7% | +62.3% |
| 1Y | +70.3% | -14.8% | +85.1% | +72.8% |
| 3Y | +210.6% | -31.8% | +242.4% | +221.0% |
| 5Y | +456.7% | -43.1% | +499.8% | +451.2% |
| 10Y | +2,396.1% | -50.6% | +2,446.7% | +2,223.6% |
| All | +5,895.6% | +1,302.3% | +4,593.4% | +2,221.0% |
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