-31.3%
BABA vs PNC
+53.4%
-84.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -4.8% | +1.4% | -6.2% | -5.3% |
| 30D | -11.9% | -3.8% | -8.1% | -10.6% |
| 3M | -9.3% | +9.0% | -18.3% | -12.7% |
| 6M | -14.2% | +16.6% | -30.9% | -20.1% |
| YTD | -22.0% | +20.4% | -42.5% | -28.6% |
| 1Y | -12.7% | +22.3% | -35.0% | -20.9% |
| 3Y | +26.7% | +124.5% | -97.9% | -19.6% |
| All | -31.3% | +53.4% | -84.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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