-27.7%
BABA vs PRU
+38.4%
-66.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +4.1% |
| 7D | +8.6% | +4.8% | +3.8% | +6.3% |
| 30D | -1.1% | +7.9% | -8.9% | -4.5% |
| 3M | -15.9% | +3.1% | -19.0% | -17.3% |
| 6M | -17.5% | +25.2% | -42.8% | -26.1% |
| YTD | -25.6% | +12.7% | -38.3% | -30.2% |
| 1Y | -33.8% | +23.5% | -57.3% | -40.6% |
| 3Y | +34.6% | +50.6% | -16.0% | +2.8% |
| 5Y | -27.7% | +40.9% | -68.5% | -44.2% |
| All | -27.7% | +38.4% | -66.1% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling