-33.8%
BABA vs PCAR
+10.0%
-43.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +8.6% | +2.2% | +6.4% | +8.1% |
| 30D | -1.1% | -4.4% | +3.3% | -0.4% |
| 3M | -15.9% | -21.4% | +5.5% | -12.3% |
| 6M | -17.5% | -7.3% | -10.2% | -18.0% |
| YTD | -25.6% | -3.8% | -21.8% | -25.0% |
| 1Y | -33.8% | +6.3% | -40.1% | -30.6% |
| All | -33.8% | +10.0% | -43.8% | -30.6% |
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