-35.1%
PSKY vs BIDU
+1,145.1%
-1,180.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -2.7% |
| 7D | -0.2% | +2.4% | -2.6% | -0.8% |
| 30D | +24.0% | -10.5% | +34.4% | +26.9% |
| 3M | +2.2% | -26.2% | +28.4% | +9.5% |
| 6M | -9.0% | -16.4% | +7.4% | -6.3% |
| YTD | -18.1% | -23.9% | +5.7% | -14.3% |
| 1Y | -25.1% | +1.3% | -26.4% | -28.4% |
| 3Y | -16.3% | -32.1% | +15.8% | -14.1% |
| 5Y | -70.4% | -39.0% | -31.4% | -70.9% |
| 10Y | -74.2% | -44.0% | -30.1% | -76.7% |
| All | -35.1% | +1,145.1% | -1,180.2% | -69.9% |
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