-29.9%
BABA vs PPG
-18.4%
-11.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -12.3% | -7.8% | -4.5% | -8.6% |
| 3M | -5.3% | -2.2% | -3.1% | -5.6% |
| 6M | -13.1% | +4.1% | -17.2% | -16.9% |
| YTD | -22.4% | +9.1% | -31.5% | -28.4% |
| 1Y | -19.5% | +1.0% | -20.4% | -22.5% |
| 3Y | +32.9% | -13.3% | +46.2% | +38.2% |
| 5Y | -29.9% | -19.2% | -10.7% | -30.0% |
| All | -29.9% | -18.4% | -11.5% | -30.0% |
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