+11.7%
BABA vs PFG
+182.5%
-170.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.6% |
| 7D | -12.7% | +0.1% | -12.8% | -12.8% |
| 30D | -14.9% | +5.0% | -19.8% | -16.4% |
| 3M | -24.6% | +0.1% | -24.7% | -25.0% |
| 6M | -29.3% | +13.8% | -43.1% | -32.9% |
| YTD | -35.0% | +31.2% | -66.3% | -41.2% |
| 1Y | -39.7% | +37.1% | -76.8% | -46.3% |
| 3Y | +21.2% | +80.6% | -59.4% | -2.7% |
| 5Y | -39.9% | +93.7% | -133.6% | -53.0% |
| All | +11.7% | +182.5% | -170.8% | -20.8% |
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