+57.2%
PPL vs BIDU
-25.8%
+83.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.5% |
| 7D | +0.4% | +7.2% | -6.7% | +0.5% |
| 30D | +5.4% | -4.0% | +9.5% | +5.4% |
| 3M | +4.3% | -25.1% | +29.4% | +4.0% |
| 6M | -1.3% | -41.8% | +40.4% | -1.7% |
| YTD | +4.7% | -37.3% | +42.0% | +4.3% |
| 1Y | +1.3% | -35.6% | +36.8% | +0.9% |
| 3Y | +57.2% | -24.5% | +81.7% | +55.7% |
| All | +57.2% | -25.8% | +83.0% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling