+32.9%
BABA vs PSLV
+175.1%
-142.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | +2.7% | -2.8% | -0.8% |
| 30D | -12.3% | +3.5% | -15.7% | -13.1% |
| 3M | -5.3% | +0.3% | -5.6% | -5.9% |
| 6M | -13.1% | -21.0% | +7.9% | -9.1% |
| YTD | -22.4% | -8.9% | -13.5% | -25.2% |
| 1Y | -19.5% | +54.0% | -73.4% | -35.6% |
| 3Y | +32.9% | +175.4% | -142.5% | -8.6% |
| All | +32.9% | +175.1% | -142.2% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling