-31.3%
BABA vs PCAR
+168.1%
-199.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -11.9% | -6.2% | -5.7% | -10.1% |
| 3M | -9.3% | +5.9% | -15.2% | -11.6% |
| 6M | -14.2% | +0.4% | -14.6% | -15.1% |
| YTD | -22.0% | +14.8% | -36.9% | -26.4% |
| 1Y | -12.7% | +30.1% | -42.8% | -21.5% |
| 3Y | +26.7% | +66.7% | -40.0% | -4.7% |
| All | -31.3% | +168.1% | -199.4% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling