-31.3%
BABA vs PFGC
+111.4%
-142.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -4.8% | -2.2% | -2.6% | -3.9% |
| 30D | -11.9% | -11.9% | 0.0% | -7.4% |
| 3M | -9.3% | +5.0% | -14.3% | -12.2% |
| 6M | -14.2% | +8.6% | -22.8% | -18.4% |
| YTD | -22.0% | +9.7% | -31.7% | -26.6% |
| 1Y | -12.7% | -6.3% | -6.4% | -12.3% |
| 3Y | +26.7% | +58.2% | -31.6% | -5.4% |
| All | -31.3% | +111.4% | -142.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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