+36.3%
BABA vs PNR
+14.7%
+21.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.8% |
| 7D | +11.6% | +2.8% | +8.8% | +10.9% |
| 30D | +2.3% | +31.2% | -28.9% | -3.8% |
| 3M | -13.7% | -2.1% | -11.6% | -13.2% |
| 6M | -21.9% | -14.0% | -7.9% | -19.2% |
| YTD | -24.6% | -33.6% | +9.0% | -15.5% |
| 1Y | -34.1% | -35.2% | +1.1% | -25.6% |
| 3Y | +36.3% | +15.8% | +20.4% | +19.0% |
| All | +36.3% | +14.7% | +21.5% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling