+16.0%
BABA vs PLD
+236.1%
-220.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -4.8% | -2.4% | -2.4% | -3.9% |
| 30D | -11.9% | -2.4% | -9.5% | -11.2% |
| 3M | -9.3% | -3.8% | -5.5% | -8.4% |
| 6M | -14.2% | 0.0% | -14.3% | -14.8% |
| YTD | -22.0% | +9.2% | -31.3% | -25.2% |
| 1Y | -12.7% | +25.9% | -38.6% | -20.8% |
| 3Y | +26.7% | +21.3% | +5.4% | +13.8% |
| 5Y | -29.3% | +14.1% | -43.5% | -36.6% |
| All | +16.0% | +236.1% | -220.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 10y: compounded portfolio wealth divided by compounded PLD 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…
10y analysis · Full analysis span regression · 6 months rolling