-35.3%
BABA vs PCAR
+12.4%
-47.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +4.1% |
| 7D | +4.3% | +3.7% | +0.6% | +3.6% |
| 30D | -5.0% | -2.9% | -2.0% | -4.6% |
| 3M | -18.4% | -21.7% | +3.3% | -14.8% |
| 6M | -20.3% | -6.6% | -13.6% | -20.8% |
| YTD | -27.5% | -2.2% | -25.3% | -27.2% |
| 1Y | -35.3% | +12.2% | -47.6% | -32.1% |
| All | -35.3% | +12.4% | -47.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling