-34.1%
BABA vs PCAR
+3.7%
-37.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +11.6% | +0.1% | +11.6% | +11.6% |
| 30D | +2.3% | -4.6% | +6.9% | +3.0% |
| 3M | -13.7% | -22.6% | +8.9% | -9.6% |
| 6M | -21.9% | -12.0% | -9.9% | -21.4% |
| YTD | -24.6% | -6.1% | -18.5% | -24.0% |
| 1Y | -34.1% | +6.3% | -40.4% | -30.8% |
| All | -34.1% | +3.7% | -37.8% | -30.8% |
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