+15.8%
BABA vs PSA
+140.2%
-124.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +3.8% | +1.5% | +2.3% | +3.6% |
| 30D | -5.4% | +16.7% | -22.0% | -8.0% |
| 3M | -17.9% | +4.0% | -22.0% | -18.6% |
| 6M | -24.1% | +10.9% | -34.9% | -25.7% |
| YTD | -27.4% | +34.2% | -61.7% | -31.5% |
| 1Y | -36.1% | +26.6% | -62.7% | -39.1% |
| 3Y | +35.4% | +54.7% | -19.4% | +24.0% |
| 5Y | -30.1% | +30.0% | -60.1% | -35.0% |
| 10Y | +15.8% | +132.7% | -116.8% | -4.8% |
| All | +15.8% | +140.2% | -124.4% | -4.8% |
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