+35.8%
PFE vs BABA
+19.8%
+16.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +1.8% | -4.8% | +6.5% | +2.1% |
| 30D | +10.2% | -11.9% | +22.1% | +11.1% |
| 3M | +12.7% | -9.3% | +21.9% | +13.2% |
| 6M | +10.5% | -14.2% | +24.8% | +11.4% |
| YTD | +20.2% | -22.0% | +42.2% | +21.7% |
| 1Y | +24.1% | -12.7% | +36.8% | +24.5% |
| 3Y | -3.6% | +26.7% | -30.2% | -6.7% |
| 5Y | -20.9% | -29.3% | +8.5% | -20.7% |
| All | +35.8% | +19.8% | +16.0% | +28.9% |
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