+21.9%
BABA vs PEG
+36.1%
-14.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -13.8% | +4.5% | -18.3% | -14.2% |
| 30D | -15.1% | +7.5% | -22.6% | -15.8% |
| 3M | -22.7% | +0.8% | -23.6% | -22.8% |
| 6M | -34.7% | 0.0% | -34.7% | -34.9% |
| YTD | -35.0% | -3.0% | -32.0% | -34.8% |
| 1Y | -40.4% | -4.7% | -35.7% | -40.1% |
| 3Y | +21.9% | +36.5% | -14.6% | +12.3% |
| All | +21.9% | +36.1% | -14.2% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling