-39.8%
BABA vs PBF
+419.4%
-459.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -13.8% | +6.5% | -20.2% | -14.2% |
| 30D | -15.1% | -20.0% | +4.9% | -13.7% |
| 3M | -22.7% | -3.3% | -19.4% | -23.0% |
| 6M | -34.7% | +76.8% | -111.5% | -38.9% |
| YTD | -35.0% | +168.9% | -204.0% | -43.3% |
| 1Y | -40.4% | +96.4% | -136.8% | -46.0% |
| 3Y | +21.9% | +77.2% | -55.3% | +7.5% |
| All | -39.8% | +419.4% | -459.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling