+3.9%
PEP vs BIDU
-44.5%
+48.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +0.7% | -15.6% | +16.3% | +0.8% |
| 3M | -0.5% | -22.3% | +21.8% | -0.4% |
| 6M | -11.3% | -22.3% | +11.0% | -11.2% |
| YTD | -0.6% | -29.2% | +28.6% | -0.5% |
| 1Y | +1.7% | -14.8% | +16.5% | +1.3% |
| 3Y | -12.5% | -31.8% | +19.3% | -12.8% |
| 5Y | +3.9% | -43.1% | +47.0% | +2.0% |
| All | +3.9% | -44.5% | +48.4% | +2.0% |
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