-35.3%
BABA vs PNR
-31.2%
-4.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.6% |
| 7D | +4.3% | +11.9% | -7.6% | +3.4% |
| 30D | -5.0% | +37.1% | -42.1% | -7.0% |
| 3M | -18.4% | +5.7% | -24.1% | -18.5% |
| 6M | -20.3% | -5.7% | -14.6% | -19.3% |
| YTD | -27.5% | -29.8% | +2.3% | -20.4% |
| 1Y | -35.3% | -31.8% | -3.5% | -29.6% |
| All | -35.3% | -31.2% | -4.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling