-25.4%
BABA vs PBR
-10.1%
-15.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.3% |
| 7D | -3.6% | -9.1% | +5.5% | -4.1% |
| 30D | -8.4% | -29.9% | +21.5% | -9.0% |
| 3M | -20.6% | +2.3% | -22.9% | -20.9% |
| 6M | -25.4% | -10.9% | -14.5% | -33.7% |
| All | -25.4% | -10.1% | -15.3% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling