-31.3%
BABA vs PEP
+3.4%
-34.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.4% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -11.9% | +0.2% | -12.1% | -12.0% |
| 3M | -9.3% | -1.1% | -8.1% | -9.3% |
| 6M | -14.2% | -13.5% | -0.8% | -11.9% |
| YTD | -22.0% | -1.2% | -20.9% | -22.2% |
| 1Y | -12.7% | -1.6% | -11.2% | -13.1% |
| 3Y | +26.7% | -12.5% | +39.2% | +28.8% |
| All | -31.3% | +3.4% | -34.7% | -34.2% |
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