+23.9%
BABA vs PBF
+291.1%
-267.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.3% | +4.7% |
| 7D | +11.6% | -13.8% | +25.4% | +13.1% |
| 30D | +2.3% | -19.6% | +21.9% | +4.1% |
| 3M | -13.7% | +10.3% | -23.9% | -15.2% |
| 6M | -21.9% | +63.4% | -85.4% | -26.7% |
| YTD | -24.6% | +152.6% | -177.3% | -33.4% |
| 1Y | -34.1% | +87.4% | -121.5% | -40.0% |
| 3Y | +36.3% | +63.3% | -27.0% | +22.8% |
| 5Y | -26.7% | +412.5% | -439.2% | -43.3% |
| 10Y | +19.2% | +282.5% | -263.3% | -13.9% |
| All | +23.9% | +291.1% | -267.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling