+16.2%
PFE vs BABA
+32.7%
-16.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.2% |
| 7D | -0.2% | +8.6% | -8.8% | -1.0% |
| 30D | +8.7% | -1.1% | +9.7% | +8.7% |
| 3M | +15.8% | -15.9% | +31.7% | +17.4% |
| 6M | +16.8% | -17.5% | +34.4% | +18.5% |
| YTD | +26.2% | -25.6% | +51.8% | +28.8% |
| 1Y | +29.9% | -33.8% | +63.8% | +34.0% |
| All | +16.2% | +32.7% | -16.5% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling