-35.9%
BABA vs PFG
+43.7%
-79.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.0% | -7.8% | -4.3% |
| 7D | +3.8% | +2.3% | +1.5% | +3.3% |
| 30D | -5.4% | +7.6% | -13.0% | -6.7% |
| 3M | -17.9% | +2.5% | -20.5% | -18.4% |
| 6M | -24.1% | +16.6% | -40.7% | -28.2% |
| YTD | -27.4% | +34.1% | -61.5% | -34.7% |
| All | -35.9% | +43.7% | -79.6% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling