-28.3%
BABA vs PNR
-2.8%
-25.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +2.1% |
| 7D | +11.6% | +2.8% | +8.8% | +10.5% |
| 30D | +2.3% | +31.2% | -28.9% | -7.7% |
| 3M | -13.7% | -2.1% | -11.6% | -13.4% |
| 6M | -21.9% | -14.0% | -7.9% | -18.5% |
| YTD | -24.6% | -33.6% | +9.0% | -12.5% |
| 1Y | -34.1% | -35.2% | +1.1% | -22.7% |
| 3Y | +36.3% | +15.8% | +20.4% | +15.7% |
| All | -28.3% | -2.8% | -25.5% | -41.5% |
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