-34.1%
BABA vs PLUG
-45.5%
+11.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +0.9% |
| 7D | +11.6% | +5.8% | +5.8% | +11.2% |
| 30D | +2.3% | -18.5% | +20.8% | +3.4% |
| 3M | -13.7% | -30.0% | +16.3% | -12.2% |
| 6M | -21.9% | -56.2% | +34.3% | -17.6% |
| YTD | -24.6% | -26.4% | +1.8% | -23.0% |
| 1Y | -34.1% | -42.2% | +8.1% | -33.5% |
| All | -34.1% | -45.5% | +11.4% | -33.5% |
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 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