-57.5%
BIDU vs PENG
+661.7%
-719.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.3% | -2.9% |
| 7D | +5.4% | -3.8% | +9.2% | +4.8% |
| 30D | -5.0% | -40.1% | +35.0% | +3.5% |
| 3M | -26.1% | -21.8% | -4.4% | -24.7% |
| 6M | -42.6% | +3.3% | -45.9% | -46.9% |
| YTD | -38.0% | +133.6% | -171.6% | -52.7% |
| 1Y | -35.7% | +110.7% | -146.4% | -50.0% |
| 3Y | -22.9% | +204.3% | -227.2% | -48.4% |
| 5Y | -49.9% | +54.4% | -104.2% | -63.5% |
| All | -57.5% | +661.7% | -719.2% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling