+4.4%
PEP vs BIDU
-54.4%
+58.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.2% |
| 7D | +2.9% | -4.6% | +7.5% | +2.9% |
| 30D | +12.5% | -4.5% | +17.1% | +12.5% |
| 3M | +4.5% | -25.4% | +29.9% | +4.7% |
| 6M | -0.5% | -48.1% | +47.6% | 0.0% |
| YTD | +4.4% | -40.2% | +44.6% | +4.7% |
| 1Y | +4.4% | -35.2% | +39.6% | +4.5% |
| 3Y | -3.4% | -27.1% | +23.7% | -4.1% |
| All | +4.4% | -54.4% | +58.8% | +2.3% |
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