-29.9%
BABA vs PBR
+527.8%
-557.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | -0.2% | +2.5% | -2.6% | -0.6% |
| 30D | -12.3% | +19.4% | -31.6% | -14.9% |
| 3M | -5.3% | +20.8% | -26.1% | -8.5% |
| 6M | -13.1% | +23.5% | -36.6% | -17.0% |
| YTD | -22.4% | +83.4% | -105.8% | -31.3% |
| 1Y | -19.5% | +77.6% | -97.0% | -28.4% |
| 3Y | +32.9% | +99.9% | -66.9% | +15.2% |
| 5Y | -29.9% | +567.7% | -597.6% | -45.9% |
| All | -29.9% | +527.8% | -557.7% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling