+100.5%
PSA vs BIDU
-48.7%
+149.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.6% |
| 7D | -1.8% | -8.1% | +6.3% | -1.3% |
| 30D | -8.4% | -12.8% | +4.5% | -7.7% |
| 3M | -7.8% | -21.3% | +13.4% | -6.7% |
| 6M | +0.8% | -27.0% | +27.8% | +2.4% |
| YTD | +16.5% | -30.0% | +46.5% | +18.4% |
| 1Y | +4.7% | -18.3% | +23.0% | +5.0% |
| 3Y | +21.1% | -33.8% | +54.9% | +21.8% |
| 5Y | +14.2% | -44.3% | +58.5% | +13.7% |
| All | +100.5% | -48.7% | +149.2% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling