-2.5%
PFE vs BABA
+27.3%
-29.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +1.8% | -4.8% | +6.5% | +2.2% |
| 30D | +10.2% | -11.9% | +22.1% | +11.4% |
| 3M | +12.7% | -9.3% | +21.9% | +13.5% |
| 6M | +10.5% | -14.2% | +24.8% | +11.7% |
| YTD | +20.2% | -22.0% | +42.2% | +22.4% |
| 1Y | +24.1% | -12.7% | +36.8% | +24.5% |
| All | -2.5% | +27.3% | -29.8% | -9.3% |
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