+22.3%
BABA vs PEP
+119.4%
-97.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +8.6% | +6.7% | +1.9% | +6.7% |
| 30D | -1.1% | +13.5% | -14.6% | -4.5% |
| 3M | -15.9% | +3.9% | -19.8% | -16.9% |
| 6M | -17.5% | -6.0% | -11.5% | -16.4% |
| YTD | -25.6% | +2.5% | -28.1% | -26.6% |
| 1Y | -33.8% | +3.9% | -37.8% | -35.1% |
| 3Y | +34.6% | -4.7% | +39.3% | +33.9% |
| 5Y | -27.7% | +1.1% | -28.8% | -30.0% |
| 10Y | +17.7% | +83.8% | -66.1% | -9.7% |
| All | +22.3% | +119.4% | -97.1% | -12.5% |
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