+22.3%
BABA vs PCAR
+303.8%
-281.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | +8.6% | +2.2% | +6.4% | +7.7% |
| 30D | -1.1% | -4.4% | +3.3% | +0.5% |
| 3M | -15.9% | -21.4% | +5.5% | -8.1% |
| 6M | -17.5% | -7.3% | -10.2% | -15.9% |
| YTD | -25.6% | -3.8% | -21.8% | -25.5% |
| 1Y | -33.8% | +6.3% | -40.1% | -36.5% |
| 3Y | +34.6% | +34.4% | +0.2% | +12.8% |
| 5Y | -27.7% | +109.2% | -136.9% | -51.0% |
| 10Y | +17.7% | +312.9% | -295.2% | -44.6% |
| All | +22.3% | +303.8% | -281.5% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling