+16.0%
BABA vs PFG
+189.4%
-173.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -3.6% | -2.2% | -1.3% | -3.0% |
| 30D | -8.4% | +6.4% | -14.7% | -10.4% |
| 3M | -20.6% | +2.2% | -22.8% | -21.5% |
| 6M | -25.4% | +16.3% | -41.6% | -29.6% |
| YTD | -30.1% | +33.2% | -63.3% | -37.1% |
| 1Y | -36.3% | +40.6% | -76.9% | -43.8% |
| 3Y | +30.4% | +83.3% | -53.0% | +4.1% |
| 5Y | -35.7% | +97.7% | -133.5% | -50.1% |
| 10Y | +16.0% | +189.9% | -173.9% | -18.4% |
| All | +16.0% | +189.4% | -173.3% | -18.4% |
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