-12.7%
BABA vs PPG
+5.2%
-17.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -11.9% | -5.0% | -6.9% | -10.9% |
| 3M | -9.3% | +1.1% | -10.4% | -10.9% |
| 6M | -14.2% | -3.2% | -11.1% | -16.4% |
| YTD | -22.0% | +11.9% | -33.9% | -26.4% |
| 1Y | -12.7% | +5.3% | -18.0% | -12.3% |
| All | -12.7% | +5.2% | -17.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling