+17.1%
BABA vs PWR
+1,832.8%
-1,815.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | -0.2% |
| 7D | +11.6% | -12.9% | +24.5% | +14.5% |
| 30D | +2.3% | -22.8% | +25.1% | +8.0% |
| 3M | -13.7% | -19.0% | +5.3% | -10.3% |
| 6M | -21.9% | -31.1% | +9.2% | -16.0% |
| YTD | -24.6% | +28.2% | -52.9% | -32.1% |
| 1Y | -34.1% | +22.2% | -56.3% | -40.0% |
| 3Y | +36.3% | +222.1% | -185.9% | -10.1% |
| 5Y | -26.7% | +364.1% | -390.8% | -57.9% |
| All | +17.1% | +1,832.8% | -1,815.8% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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