-47.8%
BIDU vs PENG
+762.7%
-810.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.4% | +2.7% |
| 7D | +2.4% | +4.5% | -2.1% | +1.4% |
| 30D | -10.5% | -7.1% | -3.4% | -9.3% |
| 3M | -26.2% | -27.3% | +1.1% | -23.4% |
| 6M | -16.4% | +169.6% | -186.0% | -35.9% |
| YTD | -23.9% | +164.6% | -188.5% | -41.7% |
| 1Y | +1.3% | +109.5% | -108.2% | -19.0% |
| 3Y | -32.1% | +98.9% | -131.0% | -50.0% |
| 5Y | -39.0% | +116.3% | -155.2% | -57.4% |
| All | -47.8% | +762.7% | -810.5% | -71.5% |
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