-35.3%
BABA vs PCOR
+4.0%
-39.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +19.7% | -14.8% | +3.1% |
| 7D | +4.3% | +21.8% | -17.5% | +2.4% |
| 30D | -5.0% | +39.5% | -44.5% | -7.6% |
| 3M | -18.4% | +35.2% | -53.6% | -20.7% |
| 6M | -20.3% | +21.7% | -42.0% | -22.6% |
| YTD | -27.5% | +3.9% | -31.4% | -28.4% |
| 1Y | -35.3% | +6.9% | -42.3% | -36.4% |
| All | -35.3% | +4.0% | -39.4% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling