+183.4%
PG vs BABA
+8.2%
+175.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.7% | -13.8% | +16.4% | +3.5% |
| 30D | +9.2% | -15.1% | +24.3% | +10.1% |
| 3M | +18.5% | -22.7% | +41.2% | +20.0% |
| 6M | +21.1% | -34.7% | +55.7% | +23.7% |
| YTD | +21.9% | -35.0% | +56.9% | +24.3% |
| 1Y | +18.1% | -40.4% | +58.5% | +20.9% |
| 3Y | +20.6% | +21.9% | -1.4% | +17.0% |
| 5Y | +31.8% | -39.9% | +71.7% | +32.2% |
| 10Y | +166.5% | +7.9% | +158.6% | +145.2% |
| All | +183.4% | +8.2% | +175.2% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling