-71.0%
PSKY vs BIDU
-44.7%
-26.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -6.8% | -2.4% | -4.4% | -6.5% |
| 30D | +10.2% | -16.0% | +26.2% | +13.8% |
| 3M | +0.3% | -24.0% | +24.3% | +5.5% |
| 6M | -7.8% | -24.9% | +17.1% | -3.4% |
| YTD | -23.0% | -29.6% | +6.6% | -18.8% |
| 1Y | -31.6% | -15.2% | -16.5% | -31.9% |
| 3Y | -21.3% | -32.2% | +10.8% | -19.8% |
| All | -71.0% | -44.7% | -26.2% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling