+14.4%
BABA vs PSLV
+189.7%
-175.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | +0.5% |
| 7D | -2.9% | -4.9% | +2.0% | -1.8% |
| 30D | -15.1% | -1.9% | -13.2% | -15.0% |
| 3M | -5.0% | +4.2% | -9.2% | -6.7% |
| 6M | -19.9% | -27.6% | +7.6% | -14.5% |
| YTD | -25.3% | -11.7% | -13.6% | -26.6% |
| 1Y | -23.9% | +49.3% | -73.2% | -35.9% |
| 3Y | +28.1% | +167.1% | -139.0% | -8.4% |
| 5Y | -31.4% | +151.7% | -183.1% | -50.8% |
| All | +14.4% | +189.7% | -175.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling