+27.1%
BABA vs PRU
+47.2%
-20.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -4.8% | +1.9% | -6.6% | -5.3% |
| 30D | -11.9% | +2.7% | -14.6% | -12.6% |
| 3M | -9.3% | +19.5% | -28.7% | -14.2% |
| 6M | -14.2% | +26.6% | -40.9% | -20.5% |
| YTD | -22.0% | +12.3% | -34.4% | -25.0% |
| 1Y | -12.7% | +18.0% | -30.8% | -17.4% |
| All | +27.1% | +47.2% | -20.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling