+433.8%
PPG vs BIDU
+1,294.4%
-860.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | -7.2% | -16.0% | +8.7% | -4.5% |
| 3M | -7.3% | -24.0% | +16.7% | -3.2% |
| 6M | +0.3% | -24.9% | +25.1% | +4.5% |
| YTD | +6.5% | -29.6% | +36.1% | +11.8% |
| 1Y | +0.5% | -15.2% | +15.7% | +1.0% |
| 3Y | -15.3% | -32.2% | +16.9% | -13.5% |
| 5Y | -22.9% | -43.8% | +20.9% | -22.8% |
| 10Y | +28.4% | -49.5% | +77.9% | +21.5% |
| All | +433.8% | +1,294.4% | -860.6% | +203.9% |
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