+31.1%
BABA vs PPG
+4.6%
+26.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.2% |
| 30D | -8.4% | +21.2% | -29.6% | -15.4% |
| 3M | -20.6% | +8.2% | -28.8% | -23.2% |
| 6M | -25.4% | +17.2% | -42.6% | -31.5% |
| YTD | -30.1% | +25.0% | -55.1% | -38.6% |
| 1Y | -36.3% | +33.5% | -69.8% | -46.0% |
| All | +31.1% | +4.6% | +26.5% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling