+28.2%
BABA vs PEP
+111.6%
-83.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 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% | -10.9% |
| YTD | -22.0% | -1.2% | -20.9% | -22.3% |
| 1Y | -12.7% | -1.6% | -11.2% | -13.2% |
| 3Y | +26.7% | -12.5% | +39.2% | +29.4% |
| 5Y | -29.3% | +3.0% | -32.4% | -32.2% |
| 10Y | +21.2% | +73.9% | -52.7% | -5.1% |
| All | +28.2% | +111.6% | -83.4% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling