-0.3%
PG vs BABA
+29.6%
-29.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.9% |
| 7D | -3.4% | -2.2% | -1.2% | -3.3% |
| 30D | -2.6% | -17.3% | +14.7% | -2.1% |
| 3M | -3.3% | -7.8% | +4.4% | -3.1% |
| 6M | -6.7% | -16.8% | +10.0% | -6.2% |
| YTD | +1.7% | -24.7% | +26.4% | +2.4% |
| 1Y | -7.9% | -24.9% | +17.0% | -7.5% |
| All | -0.3% | +29.6% | -29.8% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling