+15.8%
BABA vs PFG
+203.0%
-187.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.8% | -5.0% |
| 7D | +3.8% | +2.3% | +1.5% | +2.9% |
| 30D | -5.4% | +7.6% | -13.0% | -7.8% |
| 3M | -17.9% | +2.5% | -20.5% | -19.0% |
| 6M | -24.1% | +16.6% | -40.7% | -28.4% |
| YTD | -27.4% | +34.1% | -61.5% | -34.8% |
| 1Y | -36.1% | +44.1% | -80.1% | -44.0% |
| 3Y | +35.4% | +86.3% | -50.9% | +7.6% |
| 5Y | -30.1% | +101.6% | -131.7% | -46.0% |
| 10Y | +15.8% | +197.9% | -182.0% | -17.2% |
| All | +15.8% | +203.0% | -187.2% | -17.2% |
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