+74.8%
PFE vs BABA
+23.9%
+50.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.2% |
| 7D | -0.2% | +8.6% | -8.8% | -0.9% |
| 30D | +8.7% | -1.1% | +9.7% | +8.7% |
| 3M | +15.8% | -15.9% | +31.7% | +17.2% |
| 6M | +16.8% | -17.5% | +34.4% | +18.2% |
| YTD | +26.2% | -25.6% | +51.8% | +28.4% |
| 1Y | +29.9% | -33.8% | +63.8% | +33.4% |
| 3Y | +15.9% | +34.6% | -18.7% | +11.0% |
| 5Y | -20.6% | -27.7% | +7.0% | -21.1% |
| 10Y | +65.4% | +17.7% | +47.7% | +46.6% |
| All | +74.8% | +23.9% | +50.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling