+2.0%
PEP vs BIDU
-49.5%
+51.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.0% | +5.4% | -4.3% | +1.0% |
| 30D | +12.6% | -5.0% | +17.7% | +12.7% |
| 3M | +3.1% | -26.1% | +29.3% | +3.3% |
| 6M | -6.3% | -42.6% | +36.3% | -5.9% |
| YTD | +1.9% | -38.0% | +39.9% | +2.1% |
| 1Y | +3.3% | -35.7% | +38.9% | +3.4% |
| 3Y | -4.8% | -22.9% | +18.1% | -5.6% |
| 5Y | +2.0% | -49.9% | +51.9% | +0.1% |
| All | +2.0% | -49.5% | +51.6% | +0.1% |
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 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