+28.2%
BABA vs PBR
+315.4%
-287.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -4.8% | +8.6% | -13.3% | -6.0% |
| 30D | -11.9% | +12.8% | -24.7% | -13.6% |
| 3M | -9.3% | +14.7% | -23.9% | -11.3% |
| 6M | -14.2% | +25.2% | -39.4% | -17.8% |
| YTD | -22.0% | +77.1% | -99.2% | -29.2% |
| 1Y | -12.7% | +69.6% | -82.3% | -20.3% |
| 3Y | +26.7% | +95.6% | -68.9% | +12.3% |
| 5Y | -29.3% | +501.8% | -531.1% | -48.1% |
| 10Y | +21.2% | +640.6% | -619.3% | -19.6% |
| All | +28.2% | +315.4% | -287.2% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling