-39.8%
BABA vs PSA
+26.3%
-66.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.8% | -1.4% | -12.3% | -13.5% |
| 30D | -15.1% | +15.2% | -30.3% | -17.6% |
| 3M | -22.7% | +2.2% | -25.0% | -23.1% |
| 6M | -34.7% | +11.7% | -46.3% | -36.4% |
| YTD | -35.0% | +32.0% | -67.0% | -39.2% |
| 1Y | -40.4% | +26.3% | -66.7% | -43.8% |
| 3Y | +21.9% | +52.4% | -30.4% | +9.4% |
| All | -39.8% | +26.3% | -66.0% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling