+19.2%
BABA vs PPL
+94.7%
-75.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +4.3% | +1.8% | +2.5% | +3.9% |
| 30D | -5.0% | +8.4% | -13.4% | -6.7% |
| 3M | -18.4% | +2.4% | -20.8% | -18.8% |
| 6M | -20.3% | -4.0% | -16.3% | -19.8% |
| YTD | -27.5% | +4.5% | -32.0% | -28.6% |
| 1Y | -35.3% | +1.7% | -37.1% | -35.9% |
| 3Y | +31.2% | +55.5% | -24.4% | +16.5% |
| 5Y | -32.1% | +47.0% | -79.1% | -38.9% |
| 10Y | +14.7% | +62.4% | -47.7% | -3.5% |
| All | +19.2% | +94.7% | -75.6% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling