+142.8%
PG vs BABA
+29.8%
+113.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.9% | -4.8% | +6.6% | +2.1% |
| 30D | -0.2% | -11.9% | +11.7% | +0.4% |
| 3M | +4.8% | -9.3% | +14.1% | +5.2% |
| 6M | -6.1% | -14.2% | +8.1% | -5.5% |
| YTD | +4.5% | -22.0% | +26.5% | +5.6% |
| 1Y | -5.3% | -12.7% | +7.4% | -5.2% |
| 3Y | +2.6% | +26.7% | -24.1% | -0.5% |
| 5Y | +15.6% | -29.3% | +44.9% | +14.9% |
| 10Y | +118.0% | +21.2% | +96.8% | +100.1% |
| All | +142.8% | +29.8% | +113.0% | +119.2% |
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