-21.9%
BABA vs PEP
-7.3%
-14.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.2% |
| 7D | +11.6% | +2.9% | +8.7% | +12.0% |
| 30D | +2.3% | +14.2% | -11.9% | +5.3% |
| 3M | -13.7% | +3.2% | -16.9% | -12.9% |
| 6M | -21.9% | -7.4% | -14.5% | -24.1% |
| All | -21.9% | -7.3% | -14.6% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling