-44.5%
BABA vs PCOR
-30.9%
-13.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +2.4% |
| 7D | -4.8% | -9.0% | +4.2% | -2.4% |
| 30D | -11.9% | +4.2% | -16.1% | -13.2% |
| 3M | -9.3% | +14.4% | -23.7% | -13.4% |
| 6M | -14.2% | +0.2% | -14.4% | -16.2% |
| YTD | -22.0% | -20.3% | -1.8% | -19.1% |
| 1Y | -12.7% | -16.1% | +3.4% | -11.3% |
| 3Y | +26.7% | -14.7% | +41.4% | +20.8% |
| 5Y | -29.3% | -43.2% | +13.8% | -37.9% |
| All | -44.5% | -30.9% | -13.6% | -51.4% |
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 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