+36.3%
BABA vs PBF
+59.0%
-22.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.3% | +4.5% |
| 7D | +11.6% | -13.8% | +25.4% | +12.8% |
| 30D | +2.3% | -19.6% | +21.9% | +3.8% |
| 3M | -13.7% | +10.3% | -23.9% | -15.3% |
| 6M | -21.9% | +63.4% | -85.4% | -26.9% |
| YTD | -24.6% | +152.6% | -177.3% | -35.9% |
| 1Y | -34.1% | +87.4% | -121.5% | -41.3% |
| 3Y | +36.3% | +63.3% | -27.0% | +16.6% |
| All | +36.3% | +59.0% | -22.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling