+15.8%
BABA vs PBF
+299.9%
-284.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.1% | -4.0% |
| 7D | +3.8% | -7.4% | +11.2% | +4.4% |
| 30D | -5.4% | -17.5% | +12.1% | -3.9% |
| 3M | -17.9% | +13.1% | -31.1% | -19.5% |
| 6M | -24.1% | +72.6% | -96.7% | -28.8% |
| YTD | -27.4% | +161.2% | -188.6% | -35.7% |
| 1Y | -36.1% | +93.3% | -129.4% | -41.6% |
| 3Y | +35.4% | +80.7% | -45.3% | +21.4% |
| 5Y | -30.1% | +396.1% | -426.2% | -44.8% |
| 10Y | +15.8% | +252.3% | -236.4% | -7.5% |
| All | +15.8% | +299.9% | -284.0% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling