-31.3%
BABA vs PEG
+35.8%
-67.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -11.9% | -2.4% | -9.5% | -11.6% |
| 3M | -9.3% | -4.8% | -4.5% | -8.8% |
| 6M | -14.2% | -10.7% | -3.6% | -12.9% |
| YTD | -22.0% | -6.7% | -15.4% | -21.4% |
| 1Y | -12.7% | -6.8% | -5.9% | -12.0% |
| 3Y | +26.7% | +34.5% | -7.8% | +18.1% |
| All | -31.3% | +35.8% | -67.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling