-35.9%
BABA vs PPL
+0.9%
-36.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.8% |
| 7D | +3.8% | -1.2% | +5.0% | +3.7% |
| 30D | -5.4% | +4.2% | -9.6% | -4.8% |
| 3M | -17.9% | +1.5% | -19.4% | -17.8% |
| 6M | -24.1% | +1.0% | -25.1% | -24.2% |
| YTD | -27.4% | +4.4% | -31.8% | -27.5% |
| All | -35.9% | +0.9% | -36.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling