+17.1%
BABA vs PBF
+276.6%
-259.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +11.6% | -13.8% | +25.4% | +13.0% |
| 30D | +2.3% | -19.6% | +21.9% | +4.0% |
| 3M | -13.7% | +10.3% | -23.9% | -15.1% |
| 6M | -21.9% | +63.4% | -85.4% | -26.3% |
| YTD | -24.6% | +152.6% | -177.3% | -32.8% |
| 1Y | -34.1% | +87.4% | -121.5% | -39.6% |
| 3Y | +36.3% | +63.3% | -27.0% | +23.5% |
| 5Y | -26.7% | +412.5% | -439.2% | -42.1% |
| All | +17.1% | +276.6% | -259.6% | -1.9% |
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