+31.9%
BABA vs PBF
+69.3%
-37.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -2.1% |
| 7D | +2.4% | -15.3% | +17.6% | +3.6% |
| 30D | -7.8% | -21.8% | +14.0% | -6.1% |
| 3M | -22.4% | -0.2% | -22.2% | -23.1% |
| 6M | -26.0% | +63.6% | -89.6% | -30.8% |
| YTD | -29.3% | +147.5% | -176.8% | -39.7% |
| 1Y | -37.5% | +69.8% | -107.3% | -43.4% |
| 3Y | +31.9% | +65.3% | -33.4% | +10.5% |
| All | +31.9% | +69.3% | -37.4% | +10.5% |
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 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