+17.1%
BABA vs PRU
+115.4%
-98.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.1% |
| 7D | +11.6% | +2.4% | +9.2% | +10.7% |
| 30D | +2.3% | +6.1% | -3.8% | +0.2% |
| 3M | -13.7% | -0.7% | -13.0% | -13.7% |
| 6M | -21.9% | +22.1% | -44.0% | -27.1% |
| YTD | -24.6% | +9.8% | -34.4% | -27.3% |
| 1Y | -34.1% | +19.4% | -53.5% | -38.2% |
| 3Y | +36.3% | +50.4% | -14.1% | +16.6% |
| 5Y | -26.7% | +37.2% | -63.9% | -35.8% |
| All | +17.1% | +115.4% | -98.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling