+385.0%
PEP vs BIDU
+1,104.2%
-719.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +6.7% | +1.1% | +5.6% | +6.6% |
| 30D | +13.5% | -8.7% | +22.2% | +14.1% |
| 3M | +3.9% | -28.5% | +32.4% | +6.0% |
| 6M | -6.0% | -37.0% | +31.0% | -3.6% |
| YTD | +2.5% | -39.2% | +41.6% | +5.0% |
| 1Y | +3.9% | -35.6% | +39.5% | +5.9% |
| 3Y | -4.7% | -27.5% | +22.9% | -4.9% |
| 5Y | +1.1% | -49.8% | +50.9% | +1.0% |
| 10Y | +83.8% | -52.6% | +136.5% | +77.6% |
| All | +385.0% | +1,104.2% | -719.2% | +266.9% |
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