-20.2%
PFE vs BABA
-30.9%
+10.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.4% |
| 7D | -4.7% | +3.8% | -8.5% | -4.8% |
| 30D | +3.4% | -5.4% | +8.7% | +3.6% |
| 3M | +9.2% | -17.9% | +27.2% | +10.0% |
| 6M | +15.8% | -24.1% | +39.9% | +16.9% |
| YTD | +23.4% | -27.4% | +50.9% | +24.7% |
| 1Y | +25.8% | -36.1% | +61.9% | +27.7% |
| 3Y | +17.8% | +35.4% | -17.5% | +16.0% |
| 5Y | -20.2% | -30.1% | +9.9% | -29.3% |
| All | -20.2% | -30.9% | +10.8% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling