+208.3%
PPL vs BIDU
+1,140.5%
-932.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.8% |
| 7D | +0.4% | +7.2% | -6.7% | -0.1% |
| 30D | +5.4% | -4.0% | +9.5% | +5.7% |
| 3M | +4.3% | -25.1% | +29.4% | +6.5% |
| 6M | -1.3% | -41.8% | +40.4% | +2.5% |
| YTD | +4.7% | -37.3% | +42.0% | +7.7% |
| 1Y | +1.3% | -35.6% | +36.8% | +3.8% |
| 3Y | +57.2% | -24.5% | +81.7% | +56.3% |
| 5Y | +48.2% | -48.3% | +96.5% | +47.9% |
| 10Y | +62.7% | -51.2% | +113.9% | +55.4% |
| All | +208.3% | +1,140.5% | -932.2% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling