+66.6%
PPL vs BIDU
-50.9%
+117.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | 0.0% | +3.6% | -3.5% | -0.2% |
| 30D | +4.3% | -6.6% | +10.9% | +4.6% |
| 3M | +2.9% | -27.2% | +30.1% | +4.5% |
| 6M | +1.1% | -43.5% | +44.6% | +3.8% |
| YTD | +4.5% | -39.0% | +43.4% | +6.5% |
| 1Y | +0.1% | -39.8% | +39.9% | +2.1% |
| 3Y | +55.7% | -24.8% | +80.5% | +54.7% |
| 5Y | +47.6% | -50.7% | +98.3% | +48.0% |
| All | +66.6% | -50.9% | +117.5% | +42.7% |
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