+28.4%
PFE vs BABA
-38.2%
+66.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 3M | +10.1% | -22.4% | +32.5% | +11.6% |
| 6M | +18.0% | -26.0% | +44.0% | +20.3% |
| YTD | +25.8% | -29.3% | +55.1% | +28.6% |
| 1Y | +28.4% | -37.5% | +65.9% | +30.6% |
| All | +28.4% | -38.2% | +66.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling