+39.4%
PPL vs BIDU
-40.6%
+80.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | +2.7% | +2.4% | +0.2% | +2.6% |
| 30D | +0.5% | -10.5% | +10.9% | +0.7% |
| 3M | +0.7% | -26.2% | +26.9% | +1.4% |
| 6M | -7.6% | -16.4% | +8.8% | -7.4% |
| YTD | +1.8% | -23.9% | +25.7% | +2.3% |
| 1Y | -0.8% | +1.3% | -2.0% | -1.6% |
| 3Y | +56.9% | -32.1% | +89.0% | +57.4% |
| All | +39.4% | -40.6% | +80.1% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling