+17.1%
BABA vs PSX
+348.3%
-331.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +11.6% | -13.1% | +24.8% | +15.1% |
| 30D | +2.3% | -9.5% | +11.8% | +4.2% |
| 3M | -13.7% | +20.2% | -33.9% | -17.9% |
| 6M | -21.9% | +44.9% | -66.8% | -29.2% |
| YTD | -24.6% | +94.4% | -119.1% | -37.2% |
| 1Y | -34.1% | +83.1% | -117.2% | -44.3% |
| 3Y | +36.3% | +132.2% | -95.9% | +7.0% |
| 5Y | -26.7% | +278.8% | -305.6% | -49.6% |
| All | +17.1% | +348.3% | -331.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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