+23.9%
BABA vs PEG
+190.7%
-166.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -13.7% | -2.4% | -11.3% | -13.4% |
| 6M | -21.9% | -6.9% | -15.0% | -21.1% |
| YTD | -24.6% | -7.2% | -17.4% | -23.8% |
| 1Y | -34.1% | -8.9% | -25.2% | -33.2% |
| 3Y | +36.3% | +27.1% | +9.1% | +28.6% |
| 5Y | -26.7% | +33.8% | -60.5% | -32.0% |
| 10Y | +19.2% | +150.2% | -131.0% | -5.7% |
| All | +23.9% | +190.7% | -166.8% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling