+15.3%
BABA vs PPG
+28.9%
-13.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.8% |
| 7D | -2.2% | -3.7% | +1.6% | -0.5% |
| 30D | -17.3% | -7.2% | -10.1% | -14.5% |
| 3M | -7.8% | -7.3% | -0.4% | -5.5% |
| 6M | -16.8% | +0.3% | -17.0% | -18.1% |
| YTD | -24.7% | +6.5% | -31.2% | -28.3% |
| 1Y | -24.9% | +0.5% | -25.5% | -26.9% |
| 3Y | +29.1% | -15.3% | +44.4% | +34.8% |
| 5Y | -30.5% | -22.9% | -7.6% | -26.2% |
| All | +15.3% | +28.9% | -13.6% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling