-35.3%
BABA vs PBF
+120.1%
-155.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.7% | +11.6% | +4.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.2% |
| 30D | -5.0% | -13.7% | +8.7% | -5.4% |
| 3M | -18.4% | +10.6% | -29.0% | -18.3% |
| 6M | -20.3% | +61.2% | -81.4% | -19.5% |
| YTD | -27.5% | +172.7% | -200.2% | -33.1% |
| 1Y | -35.3% | +111.0% | -146.3% | -39.2% |
| All | -35.3% | +120.1% | -155.4% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling