+20.3%
PSA vs BIDU
-33.9%
+54.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.3% |
| 7D | -2.2% | -2.4% | +0.2% | -2.1% |
| 30D | -9.6% | -16.0% | +6.4% | -8.8% |
| 3M | -7.9% | -24.0% | +16.1% | -6.6% |
| 6M | -2.0% | -24.9% | +22.9% | -0.8% |
| YTD | +15.7% | -29.6% | +45.3% | +17.3% |
| 1Y | +5.8% | -15.2% | +20.9% | +5.3% |
| All | +20.3% | -33.9% | +54.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling