+22.3%
BABA vs PEGA
+225.6%
-203.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | +8.6% | -1.6% | +10.2% | +9.0% |
| 30D | -1.1% | -3.0% | +1.9% | -0.5% |
| 3M | -15.9% | +5.8% | -21.7% | -17.8% |
| 6M | -17.5% | -8.8% | -8.7% | -17.1% |
| YTD | -25.6% | -43.5% | +17.9% | -16.2% |
| 1Y | -33.8% | -43.4% | +9.6% | -25.7% |
| 3Y | +34.6% | +48.6% | -14.0% | +2.2% |
| 5Y | -27.7% | -43.3% | +15.7% | -26.7% |
| 10Y | +17.7% | +109.7% | -92.0% | -26.0% |
| All | +22.3% | +225.6% | -203.3% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling