+17.1%
BABA vs PEGA
+101.4%
-84.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.2% |
| 7D | +11.6% | -4.5% | +16.1% | +12.9% |
| 30D | +2.3% | -5.7% | +8.0% | +3.6% |
| 3M | -13.7% | +2.6% | -16.3% | -15.0% |
| 6M | -21.9% | -10.6% | -11.3% | -21.1% |
| YTD | -24.6% | -45.5% | +20.8% | -14.4% |
| 1Y | -34.1% | -44.8% | +10.7% | -25.6% |
| 3Y | +36.3% | +45.5% | -9.3% | +2.8% |
| 5Y | -26.7% | -45.3% | +18.6% | -23.7% |
| All | +17.1% | +101.4% | -84.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling