+879.4%
PSA vs BIDU
+1,294.4%
-415.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.2% |
| 7D | -2.2% | -2.4% | +0.2% | -1.9% |
| 30D | -9.6% | -16.0% | +6.4% | -7.4% |
| 3M | -7.9% | -24.0% | +16.1% | -4.5% |
| 6M | -2.0% | -24.9% | +22.9% | +1.3% |
| YTD | +15.7% | -29.6% | +45.3% | +20.3% |
| 1Y | +5.8% | -15.2% | +20.9% | +5.9% |
| 3Y | +21.6% | -32.2% | +53.7% | +23.0% |
| 5Y | +13.1% | -43.8% | +56.9% | +11.2% |
| 10Y | +101.3% | -49.5% | +150.7% | +84.7% |
| All | +879.4% | +1,294.4% | -415.0% | +354.8% |
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