+112.7%
PG vs BABA
+18.5%
+94.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | -1.5% | -15.1% | +13.5% | -0.8% |
| 3M | -3.4% | -5.0% | +1.7% | -3.2% |
| 6M | -7.0% | -19.9% | +13.0% | -6.1% |
| YTD | +2.0% | -25.3% | +27.2% | +3.2% |
| 1Y | -6.5% | -23.9% | +17.4% | -5.7% |
| 3Y | +1.2% | +28.1% | -26.9% | -1.6% |
| 5Y | +12.8% | -31.4% | +44.2% | +12.6% |
| All | +112.7% | +18.5% | +94.3% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling