-35.3%
BABA vs PEP
+2.4%
-37.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.2% | +4.9% |
| 7D | +4.3% | +7.4% | -3.1% | +4.4% |
| 30D | -5.0% | +13.3% | -18.3% | -4.7% |
| 3M | -18.4% | +3.5% | -21.9% | -18.1% |
| 6M | -20.3% | -5.9% | -14.4% | -19.1% |
| YTD | -27.5% | +2.3% | -29.8% | -28.1% |
| 1Y | -35.3% | +3.7% | -39.0% | -36.1% |
| All | -35.3% | +2.4% | -37.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling