+15.7%
BABA vs PEGA
+92.7%
-77.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | +2.4% | -8.2% | +10.6% | +4.6% |
| 30D | -7.8% | -11.6% | +3.8% | -5.0% |
| 3M | -22.4% | -4.2% | -18.2% | -22.2% |
| 6M | -26.0% | -12.0% | -14.0% | -24.9% |
| YTD | -29.3% | -46.9% | +17.6% | -19.1% |
| 1Y | -37.5% | -47.0% | +9.5% | -28.6% |
| 3Y | +31.9% | +40.9% | -9.0% | +0.4% |
| 5Y | -33.4% | -45.4% | +11.9% | -30.9% |
| 10Y | +15.7% | +95.9% | -80.2% | -24.4% |
| All | +15.7% | +92.7% | -77.0% | -24.4% |
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