+16.0%
BABA vs PBF
+261.5%
-245.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.7% |
| 7D | -3.6% | -4.0% | +0.4% | -3.3% |
| 30D | -8.4% | -18.0% | +9.6% | -6.9% |
| 3M | -20.6% | +0.9% | -21.5% | -21.2% |
| 6M | -25.4% | +65.7% | -91.1% | -29.8% |
| YTD | -30.1% | +161.9% | -192.0% | -38.1% |
| 1Y | -36.3% | +77.8% | -114.1% | -41.3% |
| 3Y | +30.4% | +74.9% | -44.5% | +17.2% |
| 5Y | -35.7% | +423.4% | -459.1% | -49.5% |
| 10Y | +16.0% | +255.2% | -239.1% | -6.5% |
| All | +16.0% | +261.5% | -245.5% | -6.5% |
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