-35.7%
BIDU vs PSLV
+7.9%
-43.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.0% | -1.5% | +3.1% |
| 7D | +1.2% | -2.6% | +3.8% | +1.7% |
| 30D | -7.5% | -14.2% | +6.6% | -4.5% |
| 3M | -28.6% | -12.2% | -16.3% | -26.6% |
| 6M | -36.9% | -28.1% | -8.8% | -32.1% |
| YTD | -38.4% | -28.2% | -10.2% | -37.3% |
| 1Y | -35.7% | +9.1% | -44.8% | -49.3% |
| All | -35.7% | +7.9% | -43.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling