+4.0%
PEP vs BIDU
-51.6%
+55.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | +13.6% | -5.4% | +19.0% | +13.7% |
| 3M | +5.1% | -24.7% | +29.8% | +5.3% |
| 6M | -1.6% | -45.3% | +43.7% | -1.1% |
| YTD | +3.3% | -39.0% | +42.3% | +3.6% |
| 1Y | +3.2% | -39.6% | +42.8% | +3.5% |
| 3Y | -3.9% | -24.7% | +20.8% | -4.7% |
| 5Y | +4.0% | -52.3% | +56.4% | +2.0% |
| All | +4.0% | -51.6% | +55.7% | +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