+14.4%
BABA vs PPG
+26.3%
-11.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | -2.9% | -5.1% | +2.2% | -0.6% |
| 30D | -15.1% | -9.6% | -5.5% | -11.2% |
| 3M | -5.0% | -6.4% | +1.4% | -3.2% |
| 6M | -19.9% | +0.5% | -20.5% | -21.3% |
| YTD | -25.3% | +4.4% | -29.7% | -28.2% |
| 1Y | -23.9% | -0.9% | -23.0% | -25.4% |
| 3Y | +28.1% | -17.0% | +45.1% | +35.0% |
| 5Y | -31.4% | -23.7% | -7.7% | -26.7% |
| All | +14.4% | +26.3% | -11.9% | -3.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling