+17.1%
BABA vs PFG
+195.7%
-178.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +11.6% | -0.6% | +12.3% | +11.8% |
| 30D | +2.3% | +2.0% | +0.3% | +1.5% |
| 3M | -13.7% | -3.2% | -10.5% | -13.1% |
| 6M | -21.9% | +10.9% | -32.8% | -25.1% |
| YTD | -24.6% | +28.8% | -53.5% | -31.3% |
| 1Y | -34.1% | +39.2% | -73.3% | -41.6% |
| 3Y | +36.3% | +75.0% | -38.8% | +10.7% |
| 5Y | -26.7% | +91.9% | -118.7% | -42.4% |
| All | +17.1% | +195.7% | -178.7% | -11.9% |
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