+11.7%
BABA vs PM
+260.5%
-248.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.2% | -7.1% |
| 7D | -12.7% | -2.4% | -10.3% | -12.2% |
| 30D | -14.9% | -1.3% | -13.6% | -14.7% |
| 3M | -24.6% | +6.5% | -31.2% | -25.8% |
| 6M | -29.3% | +7.0% | -36.3% | -30.7% |
| YTD | -35.0% | +25.8% | -60.8% | -38.9% |
| 1Y | -39.7% | +30.9% | -70.6% | -43.9% |
| 3Y | +21.2% | +148.0% | -126.8% | -5.9% |
| 5Y | -39.9% | +161.2% | -201.1% | -54.0% |
| All | +11.7% | +260.5% | -248.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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