+31.9%
BABA vs PFG
+86.4%
-54.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +2.4% | +3.0% | -0.6% | +1.2% |
| 30D | -7.8% | +8.2% | -15.9% | -10.4% |
| 3M | -22.4% | +2.7% | -25.1% | -23.4% |
| 6M | -26.0% | +17.2% | -43.2% | -30.9% |
| YTD | -29.3% | +34.8% | -64.0% | -37.8% |
| 1Y | -37.5% | +43.6% | -81.1% | -46.5% |
| 3Y | +31.9% | +85.4% | -53.5% | +0.8% |
| All | +31.9% | +86.4% | -54.5% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling