-3.2%
PPG vs BIDU
-16.8%
+13.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | -6.2% | -8.1% | +1.9% | -5.6% |
| 30D | -7.9% | -12.8% | +4.9% | -7.0% |
| 3M | -10.2% | -21.3% | +11.1% | -8.5% |
| 6M | +2.7% | -27.0% | +29.6% | +4.6% |
| YTD | +4.9% | -30.0% | +34.9% | +6.7% |
| 1Y | -3.2% | -18.3% | +15.1% | -2.3% |
| All | -3.2% | -16.8% | +13.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling