+32.9%
BABA vs PBR
+98.1%
-65.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.2% |
| 7D | -0.2% | +2.5% | -2.6% | -0.7% |
| 30D | -12.3% | +19.4% | -31.6% | -15.3% |
| 3M | -5.3% | +20.8% | -26.1% | -9.1% |
| 6M | -13.1% | +23.5% | -36.6% | -18.5% |
| YTD | -22.4% | +83.4% | -105.8% | -34.8% |
| 1Y | -19.5% | +77.6% | -97.0% | -32.0% |
| 3Y | +32.9% | +99.9% | -66.9% | +7.4% |
| All | +32.9% | +98.1% | -65.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling