+50.7%
PFE vs BABA
+14.9%
+35.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -3.0% | -3.6% | +0.6% | -2.7% |
| 30D | +5.2% | -8.4% | +13.6% | +5.8% |
| 3M | +12.2% | -20.6% | +32.8% | +13.9% |
| 6M | +17.8% | -25.4% | +43.2% | +19.8% |
| YTD | +26.2% | -30.1% | +56.3% | +28.7% |
| 1Y | +23.2% | -36.3% | +59.5% | +26.3% |
| 3Y | +21.3% | +30.4% | -9.1% | +17.1% |
| 5Y | -23.1% | -35.7% | +12.6% | -22.4% |
| 10Y | +50.7% | +16.0% | +34.7% | +42.1% |
| All | +50.7% | +14.9% | +35.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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