-34.1%
BABA vs PSA
+26.3%
-60.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +11.6% | +3.9% | +7.7% | +11.3% |
| 30D | +2.3% | +19.7% | -17.4% | +0.8% |
| 3M | -13.7% | +4.3% | -17.9% | -14.2% |
| 6M | -21.9% | +11.4% | -33.3% | -23.4% |
| YTD | -24.6% | +33.9% | -58.6% | -24.3% |
| 1Y | -34.1% | +28.3% | -62.4% | -35.3% |
| All | -34.1% | +26.3% | -60.4% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling