-28.3%
BABA vs PENG
+42.1%
-70.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.4% | -11.1% | -0.7% |
| 7D | +11.6% | -19.4% | +31.1% | +14.3% |
| 30D | +2.3% | -42.4% | +44.7% | +10.3% |
| 3M | -13.7% | -25.6% | +12.0% | -12.2% |
| 6M | -21.9% | +7.3% | -29.2% | -28.9% |
| YTD | -24.6% | +113.9% | -138.5% | -41.1% |
| 1Y | -34.1% | +93.6% | -127.7% | -47.6% |
| 3Y | +36.3% | +170.2% | -134.0% | -7.5% |
| All | -28.3% | +42.1% | -70.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling