+28.2%
BABA vs PBF
+332.2%
-304.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -4.8% | +4.3% | -9.1% | -5.2% |
| 30D | -11.9% | +22.0% | -33.9% | -13.8% |
| 3M | -9.3% | +74.5% | -83.8% | -14.8% |
| 6M | -14.2% | +67.7% | -81.9% | -19.9% |
| YTD | -22.0% | +179.2% | -201.2% | -31.4% |
| 1Y | -12.7% | +170.0% | -182.7% | -23.2% |
| 3Y | +26.7% | +66.4% | -39.7% | +14.3% |
| 5Y | -29.3% | +764.5% | -793.8% | -48.1% |
| 10Y | +21.2% | +358.5% | -337.3% | -14.3% |
| All | +28.2% | +332.2% | -304.0% | -14.0% |
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