+54.0%
PPL vs BIDU
-51.1%
+105.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +0.3% |
| 7D | +1.8% | -2.4% | +4.2% | +1.9% |
| 30D | -1.1% | -15.6% | +14.6% | -0.3% |
| 3M | 0.0% | -22.3% | +22.3% | +1.2% |
| 6M | -7.6% | -22.3% | +14.7% | -6.8% |
| YTD | +1.7% | -29.2% | +30.9% | +3.1% |
| 1Y | +1.5% | -14.8% | +16.3% | +1.3% |
| 3Y | +55.3% | -31.8% | +87.0% | +55.8% |
| 5Y | +37.7% | -43.1% | +80.8% | +37.0% |
| 10Y | +54.0% | -50.6% | +104.6% | +33.8% |
| All | +54.0% | -51.1% | +105.0% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling