+28.2%
BABA vs PPL
+89.8%
-61.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +2.7% | -7.4% | -5.3% |
| 30D | -11.9% | +0.5% | -12.4% | -12.0% |
| 3M | -9.3% | +0.7% | -9.9% | -9.6% |
| 6M | -14.2% | -7.6% | -6.6% | -13.0% |
| YTD | -22.0% | +1.8% | -23.9% | -22.7% |
| 1Y | -12.7% | -0.8% | -12.0% | -13.1% |
| 3Y | +26.7% | +56.9% | -30.2% | +12.1% |
| 5Y | -29.3% | +39.5% | -68.9% | -35.7% |
| 10Y | +21.2% | +55.4% | -34.1% | +3.2% |
| All | +28.2% | +89.8% | -61.7% | +4.6% |
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