+34.5%
BABA vs PR
+61.1%
-26.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.1% |
| 7D | +8.6% | -16.5% | +25.1% | +10.5% |
| 30D | -1.1% | -4.5% | +3.4% | -1.0% |
| 3M | -15.9% | +8.5% | -24.5% | -17.4% |
| 6M | -17.5% | -3.3% | -14.2% | -17.9% |
| YTD | -25.6% | +55.7% | -81.3% | -32.9% |
| 1Y | -33.8% | +82.0% | -115.9% | -42.3% |
| All | +34.5% | +61.1% | -26.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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