+367.7%
PEP vs BIDU
+1,407.1%
-1,039.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.7% | -0.9% |
| 7D | -1.4% | +2.4% | -3.8% | -1.6% |
| 30D | +0.2% | -10.5% | +10.7% | +0.8% |
| 3M | -1.1% | -26.2% | +25.1% | +0.6% |
| 6M | -13.5% | -16.4% | +2.9% | -12.9% |
| YTD | -1.2% | -23.9% | +22.7% | -0.1% |
| 1Y | -1.6% | +1.3% | -2.8% | -2.8% |
| 3Y | -12.5% | -32.1% | +19.6% | -12.2% |
| 5Y | +3.0% | -39.0% | +42.0% | +1.6% |
| 10Y | +73.9% | -44.0% | +118.0% | +66.5% |
| All | +367.7% | +1,407.1% | -1,039.4% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling