+34.5%
BABA vs PCOR
+44.3%
-9.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +8.6% | +23.7% | -15.1% | +4.6% |
| 30D | -1.1% | +39.0% | -40.1% | -6.6% |
| 3M | -15.9% | +35.8% | -51.7% | -20.6% |
| 6M | -17.5% | +38.2% | -55.8% | -22.8% |
| YTD | -25.6% | +3.9% | -29.5% | -26.7% |
| 1Y | -33.8% | +5.7% | -39.5% | -35.2% |
| All | +34.5% | +44.3% | -9.8% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling