-27.4%
BIDU vs PENG
+108.8%
-136.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.4% | +3.0% |
| 7D | +2.4% | +4.5% | -2.1% | +1.7% |
| 30D | -10.5% | -7.1% | -3.4% | -9.5% |
| 3M | -26.2% | -27.3% | +1.1% | -23.9% |
| 6M | -16.4% | +169.6% | -186.0% | -31.5% |
| YTD | -23.9% | +164.6% | -188.5% | -37.7% |
| 1Y | +1.3% | +109.5% | -108.2% | -14.6% |
| All | -27.4% | +108.8% | -136.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling