Stock and ETF performance explorer

BABA vs PR

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	PR	Excess	Alpha
1D	+1.3%	-1.6%	+2.9%	N/A
7D	-4.8%	+2.9%	-7.7%	N/A
All	-4.8%	0.0%	-4.8%	N/A

Daily percentage return beside PR.

Portfolio return minus PR return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.