+22.3%
BABA vs PPL
+96.3%
-73.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.5% |
| 7D | +8.6% | +1.0% | +7.5% | +8.3% |
| 30D | -1.1% | +6.8% | -7.9% | -2.5% |
| 3M | -15.9% | +3.9% | -19.8% | -16.6% |
| 6M | -17.5% | -2.0% | -15.5% | -17.4% |
| YTD | -25.6% | +5.3% | -30.9% | -26.8% |
| 1Y | -33.8% | +2.2% | -36.0% | -34.5% |
| 3Y | +34.6% | +56.7% | -22.1% | +19.4% |
| 5Y | -27.7% | +49.1% | -76.7% | -35.1% |
| 10Y | +17.7% | +63.6% | -45.9% | -1.2% |
| All | +22.3% | +96.3% | -73.9% | -0.9% |
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