-21.5%
PFE vs BABA
-28.1%
+6.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.7% | +11.6% | -15.3% | -4.1% |
| 30D | +5.0% | +2.3% | +2.7% | +4.8% |
| 3M | +12.2% | -13.7% | +25.9% | +12.8% |
| 6M | +14.6% | -21.9% | +36.5% | +15.6% |
| YTD | +24.1% | -24.6% | +48.8% | +25.2% |
| 1Y | +26.6% | -34.1% | +60.7% | +28.3% |
| 3Y | +14.3% | +36.3% | -21.9% | +12.4% |
| All | -21.5% | -28.1% | +6.6% | -30.7% |
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