+11.7%
BABA vs PLUG
-25.0%
+36.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +1.2% |
| 7D | -13.8% | -23.4% | +9.7% | -11.2% |
| 30D | -15.1% | -23.4% | +8.3% | -12.7% |
| 3M | -22.7% | -51.7% | +29.0% | -16.6% |
| 6M | -34.7% | -72.0% | +37.3% | -25.5% |
| YTD | -35.0% | -43.7% | +8.6% | -32.8% |
| 1Y | -40.4% | -55.4% | +15.0% | -36.9% |
| 3Y | +21.9% | -68.0% | +89.9% | +17.8% |
| 5Y | -39.9% | -97.4% | +57.6% | -25.4% |
| All | +11.7% | -25.0% | +36.7% | -2.7% |
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