+27.1%
BABA vs PBF
+65.3%
-38.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -4.8% | +4.3% | -9.1% | -5.1% |
| 30D | -11.9% | +22.0% | -33.9% | -13.7% |
| 3M | -9.3% | +74.5% | -83.8% | -14.7% |
| 6M | -14.2% | +67.7% | -81.9% | -19.9% |
| YTD | -22.0% | +179.2% | -201.2% | -33.4% |
| 1Y | -12.7% | +170.0% | -182.7% | -25.6% |
| All | +27.1% | +65.3% | -38.2% | +8.6% |
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