-47.1%
BABA vs PCOR
-10.0%
-37.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +8.6% | +23.7% | -15.1% | +2.2% |
| 30D | -1.1% | +39.0% | -40.1% | -9.9% |
| 3M | -15.9% | +35.8% | -51.7% | -23.4% |
| 6M | -17.5% | +38.2% | -55.8% | -26.0% |
| YTD | -25.6% | +3.9% | -29.5% | -28.6% |
| 1Y | -33.8% | +5.7% | -39.5% | -37.0% |
| 3Y | +34.6% | +44.8% | -10.2% | +9.0% |
| 5Y | -27.7% | -19.8% | -7.9% | -41.0% |
| All | -47.1% | -10.0% | -37.1% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling