-14.8%
BIDU vs PENG
+106.3%
-121.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -6.8% |
| 7D | -2.4% | +7.8% | -10.2% | -3.9% |
| 30D | -15.6% | -12.2% | -3.4% | -13.5% |
| 3M | -22.3% | -20.6% | -1.7% | -20.9% |
| 6M | -22.3% | +180.9% | -203.2% | -44.0% |
| YTD | -29.2% | +162.3% | -191.4% | -48.7% |
| 1Y | -14.8% | +107.3% | -122.1% | -32.6% |
| All | -14.8% | +106.3% | -121.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling