+17.1%
BABA vs PCAR
+296.2%
-279.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | +11.6% | +0.1% | +11.6% | +11.6% |
| 30D | +2.3% | -4.6% | +6.9% | +3.9% |
| 3M | -13.7% | -22.6% | +8.9% | -5.6% |
| 6M | -21.9% | -12.0% | -9.9% | -19.0% |
| YTD | -24.6% | -6.1% | -18.5% | -23.9% |
| 1Y | -34.1% | +6.3% | -40.4% | -36.7% |
| 3Y | +36.3% | +31.8% | +4.5% | +15.3% |
| 5Y | -26.7% | +104.2% | -130.9% | -49.6% |
| All | +17.1% | +296.2% | -279.2% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling