+28.2%
BABA vs PSA
+186.4%
-158.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -4.8% | -3.7% | -1.1% | -4.1% |
| 30D | -11.9% | -7.7% | -4.2% | -10.5% |
| 3M | -9.3% | -0.6% | -8.7% | -9.4% |
| 6M | -14.2% | -0.9% | -13.3% | -14.4% |
| YTD | -22.0% | +18.7% | -40.7% | -24.9% |
| 1Y | -12.7% | +7.6% | -20.3% | -14.5% |
| 3Y | +26.7% | +23.7% | +3.0% | +20.0% |
| 5Y | -29.3% | +13.7% | -43.0% | -33.0% |
| 10Y | +21.2% | +98.9% | -77.6% | 0.0% |
| All | +28.2% | +186.4% | -158.3% | -17.2% |
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