+64.4%
PPL vs BIDU
-51.3%
+115.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.2% | +5.4% | -6.6% | -1.5% |
| 30D | +4.2% | -5.0% | +9.3% | +4.5% |
| 3M | +1.5% | -26.1% | +27.7% | +3.0% |
| 6M | +1.0% | -42.6% | +43.6% | +3.7% |
| YTD | +4.4% | -38.0% | +42.4% | +6.4% |
| 1Y | +0.8% | -35.7% | +36.4% | +2.4% |
| 3Y | +56.5% | -22.9% | +79.4% | +55.2% |
| 5Y | +47.7% | -49.9% | +97.5% | +47.9% |
| 10Y | +64.4% | -52.0% | +116.4% | +41.8% |
| All | +64.4% | -51.3% | +115.7% | +41.8% |
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