-28.3%
BABA vs PCAR
+101.4%
-129.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | -13.7% | -22.6% | +8.9% | -6.5% |
| 6M | -21.9% | -12.0% | -9.9% | -19.4% |
| YTD | -24.6% | -6.1% | -18.5% | -24.1% |
| 1Y | -34.1% | +6.3% | -40.4% | -36.6% |
| 3Y | +36.3% | +31.8% | +4.5% | +11.6% |
| All | -28.3% | +101.4% | -129.7% | -57.9% |
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