+17.1%
BABA vs PEG
+148.6%
-131.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | +11.6% | -2.3% | +13.9% | +12.1% |
| 30D | +2.3% | +1.2% | +1.1% | +2.1% |
| 3M | -13.7% | -2.4% | -11.3% | -13.4% |
| 6M | -21.9% | -6.9% | -15.0% | -21.2% |
| YTD | -24.6% | -7.2% | -17.4% | -23.9% |
| 1Y | -34.1% | -8.9% | -25.2% | -33.3% |
| 3Y | +36.3% | +27.1% | +9.1% | +28.7% |
| 5Y | -26.7% | +33.8% | -60.5% | -31.9% |
| All | +17.1% | +148.6% | -131.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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