-35.7%
BABA vs PPG
-13.2%
-22.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | -8.4% | +21.2% | -29.6% | -17.5% |
| 3M | -20.6% | +8.2% | -28.8% | -24.2% |
| 6M | -25.4% | +17.2% | -42.6% | -33.0% |
| YTD | -30.1% | +25.0% | -55.1% | -40.3% |
| 1Y | -36.3% | +33.5% | -69.8% | -47.9% |
| 3Y | +30.4% | +4.2% | +26.2% | +21.9% |
| 5Y | -35.7% | -12.7% | -23.1% | -38.9% |
| All | -35.7% | -13.2% | -22.5% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling