+11.7%
BABA vs PEP
+88.5%
-76.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.8% |
| 7D | -12.7% | -0.3% | -12.4% | -12.6% |
| 30D | -14.9% | +11.8% | -26.6% | -17.1% |
| 3M | -24.6% | +3.7% | -28.3% | -25.4% |
| 6M | -29.3% | -4.3% | -25.0% | -28.8% |
| YTD | -35.0% | +2.1% | -37.2% | -35.8% |
| 1Y | -39.7% | +2.5% | -42.2% | -40.5% |
| 3Y | +21.2% | -5.0% | +26.2% | +20.8% |
| 5Y | -39.9% | +2.9% | -42.7% | -41.9% |
| All | +11.7% | +88.5% | -76.8% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling