-34.1%
BABA vs PEG
-6.5%
-27.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | +11.6% | -2.3% | +13.9% | +11.7% |
| 30D | +2.3% | +1.2% | +1.1% | +2.3% |
| 3M | -13.7% | -2.4% | -11.3% | -13.6% |
| 6M | -21.9% | -6.9% | -15.0% | -22.3% |
| YTD | -24.6% | -7.2% | -17.4% | -24.1% |
| 1Y | -34.1% | -8.9% | -25.2% | -33.9% |
| All | -34.1% | -6.5% | -27.6% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling