+46.2%
PFE vs BABA
+11.0%
+35.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | +5.3% | -7.8% | +13.1% | +5.9% |
| 3M | +10.1% | -22.4% | +32.5% | +11.9% |
| 6M | +18.0% | -26.0% | +44.0% | +20.1% |
| YTD | +25.8% | -29.3% | +55.1% | +28.2% |
| 1Y | +28.4% | -37.5% | +65.9% | +31.9% |
| 3Y | +20.9% | +31.9% | -11.0% | +16.7% |
| 5Y | -21.5% | -33.4% | +11.9% | -21.1% |
| 10Y | +46.2% | +15.7% | +30.5% | +36.6% |
| All | +46.2% | +11.0% | +35.2% | +36.6% |
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