+35.4%
BABA vs PEGA
+37.6%
-2.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -3.4% |
| 7D | +3.8% | -10.0% | +13.8% | +4.8% |
| 30D | -5.4% | -12.7% | +7.3% | -4.3% |
| 3M | -17.9% | -4.6% | -13.3% | -17.8% |
| 6M | -24.1% | -13.1% | -11.0% | -23.6% |
| YTD | -27.4% | -47.6% | +20.1% | -23.9% |
| 1Y | -36.1% | -47.0% | +11.0% | -33.0% |
| 3Y | +35.4% | +42.0% | -6.7% | +30.5% |
| All | +35.4% | +37.6% | -2.3% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling