+16.7%
BABA vs PSA
+100.1%
-83.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -12.3% | -8.2% | -4.1% | -11.0% |
| 3M | -5.3% | -2.1% | -3.2% | -5.1% |
| 6M | -13.1% | -0.2% | -12.9% | -13.4% |
| YTD | -22.4% | +18.5% | -40.9% | -25.1% |
| 1Y | -19.5% | +6.6% | -26.1% | -20.8% |
| 3Y | +32.9% | +24.5% | +8.5% | +26.5% |
| 5Y | -29.9% | +13.6% | -43.5% | -33.2% |
| 10Y | +16.7% | +102.0% | -85.2% | -0.6% |
| All | +16.7% | +100.1% | -83.4% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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