+22.3%
BABA vs PCG
-67.3%
+89.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.7% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | -1.1% | +5.8% | -6.9% | -1.4% |
| 3M | -15.9% | -22.8% | +6.8% | -14.7% |
| 6M | -17.5% | -18.4% | +0.9% | -16.7% |
| YTD | -25.6% | -16.9% | -8.7% | -24.9% |
| 1Y | -33.8% | -17.6% | -16.2% | -33.2% |
| 3Y | +34.6% | -20.0% | +54.6% | +35.8% |
| 5Y | -27.7% | +16.0% | -43.7% | -28.5% |
| 10Y | +17.7% | -76.7% | +94.4% | +21.2% |
| All | +22.3% | -67.3% | +89.6% | +25.6% |
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