+23.9%
BABA vs PSA
+223.3%
-199.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +11.6% | +3.9% | +7.7% | +10.8% |
| 30D | +2.3% | +19.7% | -17.4% | -1.2% |
| 3M | -13.7% | +4.3% | -17.9% | -14.4% |
| 6M | -21.9% | +11.4% | -33.3% | -23.8% |
| YTD | -24.6% | +33.9% | -58.6% | -29.1% |
| 1Y | -34.1% | +28.3% | -62.4% | -37.6% |
| 3Y | +36.3% | +53.5% | -17.2% | +24.0% |
| 5Y | -26.7% | +30.6% | -57.3% | -32.3% |
| 10Y | +19.2% | +145.8% | -126.6% | -6.4% |
| All | +23.9% | +223.3% | -199.5% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling