-35.9%
BABA vs PLUG
-48.8%
+12.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.2% | -3.9% |
| 7D | +3.8% | +14.5% | -10.7% | +3.0% |
| 30D | -5.4% | -10.7% | +5.3% | -4.8% |
| 3M | -17.9% | -31.2% | +13.3% | -16.3% |
| 6M | -24.1% | -51.9% | +27.9% | -20.3% |
| YTD | -27.4% | -23.9% | -3.6% | -26.0% |
| All | -35.9% | -48.8% | +12.9% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling