-30.4%
BABA vs PSKY
-78.1%
+47.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -0.6% |
| 7D | -2.0% | -24.6% | +22.5% | +4.0% |
| 30D | -0.1% | -36.1% | +36.0% | +10.3% |
| 3M | -30.3% | -54.8% | +24.5% | -17.3% |
| 6M | -30.3% | -54.8% | +24.5% | -17.3% |
| YTD | -30.3% | -54.8% | +24.5% | -17.3% |
| 1Y | -33.3% | -58.4% | +25.1% | -19.6% |
| 3Y | +37.5% | -40.7% | +78.2% | +40.3% |
| All | -30.4% | -78.1% | +47.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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