-34.1%
BABA vs PEGA
-45.2%
+11.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | +11.6% | -4.5% | +16.1% | +11.9% |
| 30D | +2.3% | -5.7% | +8.0% | +2.6% |
| 3M | -13.7% | +2.6% | -16.3% | -14.0% |
| 6M | -21.9% | -10.6% | -11.3% | -22.0% |
| YTD | -24.6% | -45.5% | +20.8% | -27.0% |
| 1Y | -34.1% | -44.8% | +10.7% | -36.2% |
| All | -34.1% | -45.2% | +11.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling