+38.0%
PEG vs BIDU
-45.6%
+83.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -0.9% | -5.2% | +4.3% | -0.8% |
| 30D | -2.8% | -14.5% | +11.7% | -2.4% |
| 3M | -6.9% | -22.9% | +16.0% | -6.4% |
| 6M | -11.4% | -27.8% | +16.4% | -10.9% |
| YTD | -7.4% | -30.7% | +23.3% | -6.8% |
| 1Y | -8.3% | -15.8% | +7.5% | -8.3% |
| 3Y | +31.5% | -33.2% | +64.8% | +31.5% |
| 5Y | +38.0% | -44.8% | +82.7% | +36.1% |
| All | +38.0% | -45.6% | +83.6% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling