+16.0%
BABA vs PCG
-76.4%
+92.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -3.6% | -2.2% | -1.3% | -3.5% |
| 30D | -8.4% | -0.5% | -7.9% | -8.3% |
| 3M | -20.6% | -24.0% | +3.4% | -19.4% |
| 6M | -25.4% | -18.6% | -6.8% | -24.6% |
| YTD | -30.1% | -17.7% | -12.4% | -29.5% |
| 1Y | -36.3% | -20.0% | -16.3% | -35.6% |
| 3Y | +30.4% | -20.2% | +50.6% | +31.5% |
| 5Y | -35.7% | +8.4% | -44.1% | -36.3% |
| 10Y | +16.0% | -76.4% | +92.4% | +11.3% |
| All | +16.0% | -76.4% | +92.4% | +11.3% |
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