+181.5%
PG vs BABA
+17.8%
+163.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | +4.1% | +2.4% | +1.7% | +3.9% |
| 30D | +12.3% | -7.8% | +20.0% | +12.7% |
| 3M | +15.9% | -22.4% | +38.3% | +17.4% |
| 6M | +16.8% | -26.0% | +42.8% | +18.5% |
| YTD | +21.1% | -29.3% | +50.4% | +23.0% |
| 1Y | +19.3% | -37.5% | +56.8% | +21.9% |
| 3Y | +20.6% | +31.9% | -11.3% | +16.6% |
| 5Y | +30.7% | -33.4% | +64.1% | +30.3% |
| 10Y | +166.7% | +15.7% | +151.0% | +144.7% |
| All | +181.5% | +17.8% | +163.7% | +155.4% |
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