-30.5%
BABA vs PSLV
+161.1%
-191.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.5% |
| 7D | -2.2% | +3.3% | -5.5% | -3.0% |
| 30D | -17.3% | +2.1% | -19.5% | -18.0% |
| 3M | -7.8% | +7.1% | -14.9% | -10.1% |
| 6M | -16.8% | -21.6% | +4.8% | -12.1% |
| YTD | -24.7% | -6.7% | -18.0% | -28.2% |
| 1Y | -24.9% | +59.3% | -84.2% | -42.2% |
| 3Y | +29.1% | +182.1% | -153.0% | -21.0% |
| 5Y | -30.5% | +162.6% | -193.1% | -57.4% |
| All | -30.5% | +161.1% | -191.6% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling