-28.3%
BABA vs PCG
+13.7%
-42.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.8% |
| 7D | +11.6% | -1.6% | +13.2% | +12.1% |
| 30D | +2.3% | +1.4% | +0.9% | +1.9% |
| 3M | -13.7% | -23.4% | +9.7% | -7.7% |
| 6M | -21.9% | -19.4% | -2.5% | -18.2% |
| YTD | -24.6% | -18.5% | -6.2% | -21.7% |
| 1Y | -34.1% | -19.5% | -14.6% | -31.3% |
| 3Y | +36.3% | -21.0% | +57.2% | +39.3% |
| All | -28.3% | +13.7% | -42.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling