-31.3%
BABA vs PCG
+58.3%
-89.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.6% |
| 7D | -4.8% | -13.9% | +9.1% | -1.2% |
| 30D | -11.9% | -16.9% | +5.0% | -7.8% |
| 3M | -9.3% | -14.7% | +5.5% | -6.1% |
| 6M | -14.2% | -23.8% | +9.6% | -8.0% |
| YTD | -22.0% | -10.5% | -11.5% | -21.0% |
| 1Y | -12.7% | -5.1% | -7.6% | -13.8% |
| 3Y | +26.7% | -11.6% | +38.3% | +24.8% |
| All | -31.3% | +58.3% | -89.6% | -50.2% |
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