-39.8%
BABA vs PFG
+92.7%
-132.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -13.8% | +2.4% | -16.1% | -14.8% |
| 30D | -15.1% | +5.9% | -21.0% | -17.5% |
| 3M | -22.7% | -0.4% | -22.3% | -23.0% |
| 6M | -34.7% | +14.8% | -49.5% | -39.7% |
| YTD | -35.0% | +31.9% | -66.9% | -44.2% |
| 1Y | -40.4% | +38.8% | -79.2% | -50.3% |
| 3Y | +21.9% | +82.4% | -60.5% | -15.2% |
| All | -39.8% | +92.7% | -132.5% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling