+6.8%
BABA vs PPG
+49.9%
-43.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.1% | -5.0% | -6.1% |
| 7D | -12.7% | -0.2% | -12.5% | -12.6% |
| 30D | -14.9% | +17.7% | -32.6% | -21.1% |
| 3M | -24.6% | +7.4% | -32.0% | -27.3% |
| 6M | -29.3% | +16.4% | -45.8% | -35.2% |
| YTD | -35.0% | +22.4% | -57.4% | -42.1% |
| 1Y | -39.7% | +28.6% | -68.3% | -47.7% |
| 3Y | +21.2% | +2.0% | +19.2% | +16.0% |
| 5Y | -39.9% | -15.6% | -24.3% | -38.7% |
| 10Y | +7.8% | +54.6% | -46.8% | -20.7% |
| All | +6.8% | +49.9% | -43.1% | -21.2% |
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