+28.2%
BABA vs PSLV
+191.3%
-163.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -4.8% | -0.6% | -4.1% | -4.7% |
| 30D | -11.9% | +7.3% | -19.2% | -13.4% |
| 3M | -9.3% | -7.4% | -1.8% | -8.2% |
| 6M | -14.2% | -20.3% | +6.0% | -10.7% |
| YTD | -22.0% | -8.2% | -13.8% | -23.5% |
| 1Y | -12.7% | +57.9% | -70.6% | -25.3% |
| 3Y | +26.7% | +162.1% | -135.4% | -3.8% |
| 5Y | -29.3% | +151.2% | -180.5% | -46.6% |
| 10Y | +21.2% | +191.7% | -170.4% | -15.3% |
| All | +28.2% | +191.3% | -163.1% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling