+143.4%
PEG vs BIDU
-48.7%
+192.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -0.9% | -8.1% | +7.2% | -0.5% |
| 30D | -3.7% | -12.8% | +9.1% | -3.1% |
| 3M | -7.3% | -21.3% | +14.0% | -6.3% |
| 6M | -10.5% | -27.0% | +16.5% | -9.4% |
| YTD | -7.5% | -30.0% | +22.5% | -6.3% |
| 1Y | -8.7% | -18.3% | +9.5% | -8.5% |
| 3Y | +31.4% | -33.8% | +65.2% | +32.0% |
| 5Y | +37.8% | -44.3% | +82.1% | +37.5% |
| All | +143.4% | -48.7% | +192.1% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling