+16.7%
BABA vs PFG
+239.4%
-222.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -0.2% | +6.0% | -6.2% | -2.2% |
| 30D | -12.3% | +2.2% | -14.5% | -13.1% |
| 3M | -5.3% | +10.4% | -15.7% | -8.8% |
| 6M | -13.1% | +27.8% | -40.9% | -20.4% |
| YTD | -22.4% | +33.6% | -56.1% | -30.1% |
| 1Y | -19.5% | +49.3% | -68.8% | -30.3% |
| 3Y | +32.9% | +69.7% | -36.8% | +9.1% |
| 5Y | -29.9% | +111.3% | -141.2% | -46.4% |
| 10Y | +16.7% | +240.3% | -223.6% | -29.5% |
| All | +16.7% | +239.4% | -222.7% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling