+6.8%
BABA vs PPG
+50.2%
-43.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -13.8% | +0.7% | -14.5% | -14.1% |
| 30D | -15.1% | +17.6% | -32.7% | -21.3% |
| 3M | -22.7% | +7.5% | -30.2% | -25.5% |
| 6M | -34.7% | +17.6% | -52.3% | -40.4% |
| YTD | -35.0% | +22.6% | -57.6% | -42.2% |
| 1Y | -40.4% | +28.0% | -68.4% | -48.2% |
| 3Y | +21.9% | +1.8% | +20.1% | +16.9% |
| 5Y | -39.9% | -15.5% | -24.4% | -38.8% |
| 10Y | +7.9% | +54.9% | -47.1% | -20.8% |
| All | +6.8% | +50.2% | -43.4% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling