-44.0%
BIDU vs PSLV
+154.2%
-198.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -8.1% | -3.5% | -4.7% | -7.2% |
| 30D | -12.8% | -2.1% | -10.7% | -12.3% |
| 3M | -21.3% | -1.6% | -19.6% | -21.3% |
| 6M | -27.0% | -25.5% | -1.5% | -21.1% |
| YTD | -30.0% | -11.4% | -18.6% | -32.4% |
| 1Y | -18.3% | +48.6% | -66.8% | -36.4% |
| 3Y | -33.8% | +166.9% | -200.7% | -60.5% |
| All | -44.0% | +154.2% | -198.3% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling