-28.3%
BABA vs PCOR
-19.6%
-8.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +11.6% | +22.7% | -11.1% | +4.9% |
| 30D | +2.3% | +37.5% | -35.2% | -7.1% |
| 3M | -13.7% | +35.2% | -48.9% | -21.8% |
| 6M | -21.9% | +42.2% | -64.1% | -31.0% |
| YTD | -24.6% | +3.6% | -28.2% | -27.8% |
| 1Y | -34.1% | -4.8% | -29.3% | -35.1% |
| 3Y | +36.3% | +48.3% | -12.1% | +6.2% |
| All | -28.3% | -19.6% | -8.6% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling