+17.1%
BABA vs PCG
-77.4%
+94.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.4% |
| 7D | +11.6% | -1.6% | +13.2% | +11.7% |
| 30D | +2.3% | +1.4% | +0.9% | +2.2% |
| 3M | -13.7% | -23.4% | +9.7% | -12.4% |
| 6M | -21.9% | -19.4% | -2.5% | -21.1% |
| YTD | -24.6% | -18.5% | -6.2% | -23.9% |
| 1Y | -34.1% | -19.5% | -14.6% | -33.4% |
| 3Y | +36.3% | -21.0% | +57.2% | +37.5% |
| 5Y | -26.7% | +13.7% | -40.5% | -27.5% |
| All | +17.1% | -77.4% | +94.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling