-12.7%
BABA vs PFG
+51.4%
-64.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -4.8% | +5.5% | -10.3% | -6.0% |
| 30D | -11.9% | +2.4% | -14.3% | -12.4% |
| 3M | -9.3% | +13.6% | -22.8% | -13.0% |
| 6M | -14.2% | +27.9% | -42.1% | -21.9% |
| YTD | -22.0% | +35.6% | -57.6% | -29.9% |
| 1Y | -12.7% | +48.5% | -61.2% | -20.6% |
| All | -12.7% | +51.4% | -64.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling