+27.1%
BABA vs PR
+73.2%
-46.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -4.8% | +2.9% | -7.7% | -5.1% |
| 30D | -11.9% | +18.0% | -29.9% | -13.8% |
| 3M | -9.3% | +16.9% | -26.1% | -11.3% |
| 6M | -14.2% | +28.2% | -42.5% | -18.2% |
| YTD | -22.0% | +69.3% | -91.4% | -29.7% |
| 1Y | -12.7% | +69.5% | -82.2% | -21.6% |
| All | +27.1% | +73.2% | -46.0% | +7.5% |
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