+21.9%
BABA vs PSLV
+110.4%
-88.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -13.8% | -6.3% | -7.5% | -12.5% |
| 30D | -15.1% | -12.7% | -2.4% | -12.5% |
| 3M | -22.7% | -24.7% | +2.0% | -18.1% |
| 6M | -34.7% | -44.6% | +9.9% | -25.7% |
| YTD | -35.0% | -33.3% | -1.7% | -33.1% |
| 1Y | -40.4% | -8.6% | -31.8% | -45.0% |
| 3Y | +21.9% | +108.2% | -86.3% | -12.6% |
| All | +21.9% | +110.4% | -88.5% | -12.6% |
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