-6.5%
BABA vs PENG
+520.3%
-526.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.0% | +25.7% | +6.5% |
| 7D | +8.6% | -36.7% | +45.3% | +15.8% |
| 30D | -1.1% | -42.0% | +40.9% | +6.3% |
| 3M | -15.9% | -33.2% | +17.3% | -12.7% |
| 6M | -17.5% | +2.1% | -19.7% | -23.5% |
| YTD | -25.6% | +90.3% | -115.9% | -39.1% |
| 1Y | -33.8% | +67.7% | -101.5% | -44.7% |
| 3Y | +34.6% | +154.2% | -119.6% | -2.1% |
| 5Y | -27.7% | +28.3% | -56.0% | -43.8% |
| All | -6.5% | +520.3% | -526.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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