-37.5%
BABA vs PBF
+82.1%
-119.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -2.7% |
| 7D | +2.4% | -15.3% | +17.6% | +1.7% |
| 30D | -7.8% | -21.8% | +14.0% | -8.5% |
| 3M | -22.4% | -0.2% | -22.2% | -22.5% |
| 6M | -26.0% | +63.6% | -89.6% | -25.1% |
| YTD | -29.3% | +147.5% | -176.8% | -35.1% |
| 1Y | -37.5% | +69.8% | -107.3% | -41.2% |
| All | -37.5% | +82.1% | -119.6% | -41.2% |
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