-29.2%
BABA vs PEP
+1.2%
-30.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +8.6% | +6.7% | +1.9% | +7.4% |
| 30D | -1.1% | +13.5% | -14.6% | -3.3% |
| 3M | -15.9% | +3.9% | -19.8% | -16.5% |
| 6M | -17.5% | -6.0% | -11.5% | -16.5% |
| YTD | -25.6% | +2.5% | -28.1% | -26.2% |
| 1Y | -33.8% | +3.9% | -37.8% | -34.6% |
| 3Y | +34.6% | -4.7% | +39.3% | +34.1% |
| All | -29.2% | +1.2% | -30.4% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling