-40.1%
BABA vs PDD
+213.3%
-253.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +11.6% | +5.6% | +6.0% | +9.3% |
| 30D | +2.3% | +5.8% | -3.5% | +0.1% |
| 3M | -13.7% | -8.6% | -5.1% | -10.5% |
| 6M | -21.9% | -18.8% | -3.1% | -15.4% |
| YTD | -24.6% | -26.8% | +2.1% | -15.1% |
| 1Y | -34.1% | -39.3% | +5.2% | -20.3% |
| 3Y | +36.3% | -22.5% | +58.7% | +43.0% |
| 5Y | -26.7% | -0.8% | -26.0% | -40.5% |
| All | -40.1% | +213.3% | -253.4% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling