+22.3%
BABA vs PFG
+217.0%
-194.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +4.0% |
| 7D | +8.6% | -0.7% | +9.3% | +8.8% |
| 30D | -1.1% | +2.8% | -3.9% | -2.2% |
| 3M | -15.9% | -1.0% | -14.9% | -15.9% |
| 6M | -17.5% | +13.6% | -31.1% | -21.8% |
| YTD | -25.6% | +31.1% | -56.7% | -33.0% |
| 1Y | -33.8% | +43.8% | -77.6% | -42.4% |
| 3Y | +34.6% | +75.0% | -40.4% | +7.9% |
| 5Y | -27.7% | +95.2% | -122.9% | -44.5% |
| 10Y | +17.7% | +207.5% | -189.8% | -27.6% |
| All | +22.3% | +217.0% | -194.7% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling