+75.7%
PEP vs BIDU
-49.1%
+124.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | 0.0% |
| 7D | -1.4% | -5.2% | +3.9% | -1.2% |
| 30D | -0.2% | -14.5% | +14.3% | +0.3% |
| 3M | -4.3% | -22.9% | +18.6% | -3.4% |
| 6M | -13.2% | -27.8% | +14.6% | -12.3% |
| YTD | -1.9% | -30.7% | +28.8% | -0.9% |
| 1Y | -0.3% | -15.8% | +15.5% | -0.6% |
| 3Y | -13.6% | -33.2% | +19.6% | -13.4% |
| 5Y | +3.4% | -44.8% | +48.2% | +3.0% |
| All | +75.7% | -49.1% | +124.8% | +57.1% |
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 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