+104.1%
BABA vs PFGC
+419.1%
-315.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.4% |
| 30D | -11.9% | -11.9% | 0.0% | -9.9% |
| 3M | -9.3% | +5.0% | -14.3% | -10.4% |
| 6M | -14.2% | +8.6% | -22.8% | -15.9% |
| YTD | -22.0% | +9.7% | -31.7% | -23.8% |
| 1Y | -12.7% | -6.3% | -6.4% | -12.4% |
| 3Y | +26.7% | +58.2% | -31.6% | +14.6% |
| 5Y | -29.3% | +110.4% | -139.8% | -39.3% |
| 10Y | +21.2% | +272.8% | -251.5% | -6.8% |
| All | +104.1% | +419.1% | -315.0% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling