+17.6%
BABA vs PEGA
+191.9%
-174.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | -4.8% | +3.3% | -8.1% | -5.6% |
| 30D | -11.9% | +17.7% | -29.6% | -15.8% |
| 3M | -9.3% | +5.8% | -15.1% | -11.5% |
| 6M | -14.2% | -20.3% | +6.0% | -10.5% |
| YTD | -22.0% | -37.1% | +15.1% | -14.3% |
| 1Y | -12.7% | -30.2% | +17.5% | -7.6% |
| 3Y | +26.7% | +48.1% | -21.5% | -3.0% |
| 5Y | -29.3% | -46.8% | +17.5% | -24.3% |
| All | +17.6% | +191.9% | -174.3% | -36.6% |
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