+16.0%
BABA vs PEP
+90.5%
-74.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.6% | +1.1% | -4.6% | -3.8% |
| 30D | -8.4% | +13.6% | -22.0% | -11.2% |
| 3M | -20.6% | +5.1% | -25.7% | -21.7% |
| 6M | -25.4% | -1.6% | -23.8% | -25.3% |
| YTD | -30.1% | +3.3% | -33.5% | -31.1% |
| 1Y | -36.3% | +3.2% | -39.5% | -37.2% |
| 3Y | +30.4% | -3.9% | +34.3% | +29.6% |
| 5Y | -35.7% | +4.0% | -39.8% | -38.0% |
| 10Y | +16.0% | +90.1% | -74.1% | -3.1% |
| All | +16.0% | +90.5% | -74.5% | -3.1% |
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 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