-29.9%
BABA vs PNR
-17.7%
-12.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | -0.2% | -3.0% | +2.9% | +0.9% |
| 30D | -12.3% | -14.9% | +2.6% | -7.2% |
| 3M | -5.3% | -19.0% | +13.7% | +0.6% |
| 6M | -13.1% | -35.9% | +22.9% | +1.6% |
| YTD | -22.4% | -43.1% | +20.7% | -4.9% |
| 1Y | -19.5% | -46.4% | +26.9% | +1.2% |
| 3Y | +32.9% | -10.8% | +43.8% | +27.5% |
| 5Y | -29.9% | -18.9% | -11.0% | -40.4% |
| All | -29.9% | -17.7% | -12.1% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling