+16.0%
BABA vs PPG
+57.1%
-41.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | -8.4% | +21.2% | -29.6% | -16.2% |
| 3M | -20.6% | +8.2% | -28.8% | -23.7% |
| 6M | -25.4% | +17.2% | -42.6% | -31.7% |
| YTD | -30.1% | +25.0% | -55.1% | -38.4% |
| 1Y | -36.3% | +33.5% | -69.8% | -45.7% |
| 3Y | +30.4% | +4.2% | +26.2% | +23.6% |
| 5Y | -35.7% | -12.7% | -23.1% | -35.8% |
| 10Y | +16.0% | +58.0% | -41.9% | -12.5% |
| All | +16.0% | +57.1% | -41.0% | -12.5% |
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