-39.8%
BABA vs PEG
+41.4%
-81.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.7% | -7.2% |
| 7D | -12.7% | +2.3% | -15.0% | -13.0% |
| 30D | -14.9% | +6.1% | -21.0% | -15.7% |
| 3M | -24.6% | -0.5% | -24.1% | -24.6% |
| 6M | -29.3% | -3.2% | -26.2% | -29.2% |
| YTD | -35.0% | -4.4% | -30.6% | -34.7% |
| 1Y | -39.7% | -7.4% | -32.3% | -39.1% |
| 3Y | +21.2% | +33.9% | -12.8% | +11.8% |
| All | -39.8% | +41.4% | -81.2% | -46.4% |
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