-27.7%
BABA vs PR
+225.6%
-253.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.4% |
| 7D | +8.6% | -16.5% | +25.1% | +11.6% |
| 30D | -1.1% | -4.5% | +3.4% | -0.7% |
| 3M | -15.9% | +8.5% | -24.5% | -17.6% |
| 6M | -17.5% | -3.3% | -14.2% | -17.9% |
| YTD | -25.6% | +55.7% | -81.3% | -32.8% |
| 1Y | -33.8% | +82.0% | -115.9% | -42.2% |
| 3Y | +34.6% | +62.5% | -27.8% | +17.2% |
| 5Y | -27.7% | +223.9% | -251.6% | -47.0% |
| All | -27.7% | +225.6% | -253.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling