+11.7%
BABA vs PEGA
+97.3%
-85.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -13.8% | +0.1% | -13.9% | -13.8% |
| 30D | -15.1% | -4.1% | -11.0% | -14.4% |
| 3M | -22.7% | -2.8% | -19.9% | -22.7% |
| 6M | -34.7% | -0.4% | -34.2% | -35.8% |
| YTD | -35.0% | -45.4% | +10.4% | -26.2% |
| 1Y | -40.4% | -42.6% | +2.2% | -33.4% |
| 3Y | +21.9% | +45.4% | -23.5% | -8.1% |
| 5Y | -39.9% | -44.6% | +4.7% | -37.6% |
| All | +11.7% | +97.3% | -85.6% | -29.6% |
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