-24.5%
BIDU vs PENG
+184.4%
-208.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.4% | -9.4% | +1.0% |
| 7D | +7.2% | -19.4% | +26.6% | +9.9% |
| 30D | -4.0% | -42.4% | +38.4% | +3.7% |
| 3M | -25.1% | -25.6% | +0.5% | -23.3% |
| 6M | -41.8% | +7.3% | -49.1% | -46.2% |
| YTD | -37.3% | +113.9% | -151.2% | -49.7% |
| 1Y | -35.6% | +93.6% | -129.1% | -47.5% |
| 3Y | -24.5% | +170.2% | -194.7% | -44.8% |
| All | -24.5% | +184.4% | -208.8% | -44.8% |
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