+11.7%
BABA vs PSLV
+142.8%
-131.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -13.8% | -6.3% | -7.5% | -12.4% |
| 30D | -15.1% | -12.7% | -2.4% | -12.4% |
| 3M | -22.7% | -24.7% | +2.0% | -17.8% |
| 6M | -34.7% | -44.6% | +9.9% | -25.4% |
| YTD | -35.0% | -33.3% | -1.7% | -31.9% |
| 1Y | -40.4% | -8.6% | -31.8% | -43.0% |
| 3Y | +21.9% | +108.2% | -86.3% | -7.4% |
| 5Y | -39.9% | +79.1% | -119.0% | -53.4% |
| All | +11.7% | +142.8% | -131.0% | -27.5% |
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