+28.2%
BABA vs PNR
+61.2%
-33.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | -2.4% | -2.4% | -3.9% |
| 30D | -11.9% | -12.8% | +0.9% | -7.7% |
| 3M | -9.3% | -17.0% | +7.7% | -4.5% |
| 6M | -14.2% | -37.4% | +23.2% | +0.1% |
| YTD | -22.0% | -41.6% | +19.6% | -6.7% |
| 1Y | -12.7% | -44.6% | +31.9% | +6.5% |
| 3Y | +26.7% | -12.1% | +38.8% | +26.3% |
| 5Y | -29.3% | -17.4% | -12.0% | -30.4% |
| 10Y | +21.2% | +64.0% | -42.8% | -12.6% |
| All | +28.2% | +61.2% | -33.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling