+16.7%
BABA vs PBR
+648.5%
-631.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -17.3% | +17.5% | -34.9% | -19.8% |
| 3M | -7.8% | +20.9% | -28.7% | -11.1% |
| 6M | -16.8% | +20.2% | -37.0% | -20.2% |
| YTD | -24.7% | +84.3% | -109.0% | -33.2% |
| 1Y | -24.9% | +77.1% | -102.1% | -33.1% |
| 3Y | +29.1% | +100.8% | -71.7% | +11.4% |
| 5Y | -30.5% | +556.1% | -586.6% | -52.6% |
| 10Y | +16.7% | +676.1% | -659.4% | -29.3% |
| All | +16.7% | +648.5% | -631.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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