-27.7%
BABA vs PCOR
-22.6%
-5.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +8.6% | +23.7% | -15.1% | +1.8% |
| 30D | -1.1% | +39.0% | -40.1% | -10.5% |
| 3M | -15.9% | +35.8% | -51.7% | -23.9% |
| 6M | -17.5% | +38.2% | -55.8% | -26.6% |
| YTD | -25.6% | +3.9% | -29.5% | -28.8% |
| 1Y | -33.8% | +5.7% | -39.5% | -37.2% |
| 3Y | +34.6% | +44.8% | -10.2% | +6.0% |
| 5Y | -27.7% | -19.8% | -7.9% | -36.7% |
| All | -27.7% | -22.6% | -5.1% | -36.7% |
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 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