+6.8%
BABA vs PBR
+273.7%
-266.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -7.3% |
| 7D | -12.7% | -3.7% | -9.0% | -12.2% |
| 30D | -14.9% | -29.0% | +14.1% | -10.8% |
| 3M | -24.6% | +4.9% | -29.5% | -25.7% |
| 6M | -29.3% | -8.4% | -20.9% | -29.1% |
| YTD | -35.0% | +59.4% | -94.4% | -40.4% |
| 1Y | -39.7% | +45.5% | -85.2% | -44.0% |
| 3Y | +21.2% | +67.4% | -46.2% | +9.4% |
| 5Y | -39.9% | +453.0% | -492.9% | -55.4% |
| 10Y | +7.8% | +555.9% | -548.1% | -27.6% |
| All | +6.8% | +273.7% | -266.9% | -32.2% |
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 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