+410.5%
PEG vs BIDU
+1,294.4%
-883.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.3% |
| 7D | -0.1% | -2.4% | +2.4% | +0.1% |
| 30D | -1.7% | -16.0% | +14.2% | -0.4% |
| 3M | -6.8% | -24.0% | +17.2% | -4.8% |
| 6M | -11.4% | -24.9% | +13.5% | -9.7% |
| YTD | -7.2% | -29.6% | +22.3% | -5.1% |
| 1Y | -6.1% | -15.2% | +9.0% | -6.1% |
| 3Y | +31.8% | -32.2% | +63.9% | +32.6% |
| 5Y | +35.6% | -43.8% | +79.4% | +34.3% |
| 10Y | +148.7% | -49.5% | +198.2% | +136.3% |
| All | +410.5% | +1,294.4% | -883.9% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling