+85.1%
BABA vs PFGC
+484.2%
-399.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +2.4% | +15.0% | -12.7% | -0.3% |
| 30D | -7.8% | +17.0% | -24.8% | -10.4% |
| 3M | -22.4% | -2.5% | -19.9% | -22.2% |
| 6M | -26.0% | +19.2% | -45.2% | -28.7% |
| YTD | -29.3% | +23.4% | -52.7% | -32.5% |
| 1Y | -37.5% | +13.9% | -51.4% | -39.5% |
| 3Y | +31.9% | +82.0% | -50.1% | +16.3% |
| 5Y | -33.4% | +128.7% | -162.1% | -43.8% |
| 10Y | +15.7% | +361.5% | -345.8% | -14.8% |
| All | +85.1% | +484.2% | -399.1% | +21.6% |
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