-2.0%
BABA vs PENG
+762.7%
-764.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.1% |
| 7D | -4.8% | +4.5% | -9.3% | -5.5% |
| 30D | -11.9% | -7.1% | -4.8% | -11.2% |
| 3M | -9.3% | -27.3% | +18.0% | -6.8% |
| 6M | -14.2% | +169.6% | -183.8% | -31.9% |
| YTD | -22.0% | +164.6% | -186.7% | -38.1% |
| 1Y | -12.7% | +109.5% | -122.2% | -28.2% |
| 3Y | +26.7% | +98.9% | -72.3% | -3.1% |
| 5Y | -29.3% | +116.3% | -145.6% | -48.7% |
| All | -2.0% | +762.7% | -764.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling