+28.2%
BABA vs PCG
-64.8%
+92.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +1.1% |
| 7D | -4.8% | -13.9% | +9.1% | -4.0% |
| 30D | -11.9% | -16.9% | +5.0% | -11.0% |
| 3M | -9.3% | -14.7% | +5.5% | -8.6% |
| 6M | -14.2% | -23.8% | +9.6% | -13.0% |
| YTD | -22.0% | -10.5% | -11.5% | -21.7% |
| 1Y | -12.7% | -5.1% | -7.6% | -12.7% |
| 3Y | +26.7% | -11.6% | +38.3% | +27.0% |
| 5Y | -29.3% | +59.0% | -88.4% | -31.1% |
| 10Y | +21.2% | -75.7% | +97.0% | +25.0% |
| All | +28.2% | -64.8% | +92.9% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling