-33.4%
BABA vs PBR
+462.3%
-495.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +2.4% | -13.3% | +15.6% | +4.5% |
| 30D | -7.8% | -27.7% | +20.0% | -3.3% |
| 3M | -22.4% | +2.7% | -25.0% | -23.5% |
| 6M | -26.0% | -6.7% | -19.3% | -26.1% |
| YTD | -29.3% | +60.9% | -90.2% | -37.1% |
| 1Y | -37.5% | +46.6% | -84.1% | -43.4% |
| 3Y | +31.9% | +69.1% | -37.1% | +15.3% |
| 5Y | -33.4% | +469.6% | -503.0% | -55.2% |
| All | -33.4% | +462.3% | -495.8% | -55.2% |
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