+17.1%
BABA vs PLUG
+6.6%
+10.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +0.5% |
| 7D | +11.6% | +5.8% | +5.8% | +10.8% |
| 30D | +2.3% | -18.5% | +20.8% | +4.4% |
| 3M | -13.7% | -30.0% | +16.3% | -10.7% |
| 6M | -21.9% | -56.2% | +34.3% | -15.4% |
| YTD | -24.6% | -26.4% | +1.8% | -24.3% |
| 1Y | -34.1% | -42.2% | +8.1% | -32.3% |
| 3Y | +36.3% | -76.8% | +113.1% | +36.2% |
| 5Y | -26.7% | -96.2% | +69.5% | -12.7% |
| All | +17.1% | +6.6% | +10.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling