-28.3%
BABA vs PLUG
-96.4%
+68.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.4% | -6.1% | +0.3% |
| 7D | +11.6% | +5.8% | +5.8% | +10.6% |
| 30D | +2.3% | -18.5% | +20.8% | +4.8% |
| 3M | -13.7% | -30.0% | +16.3% | -10.1% |
| 6M | -21.9% | -56.2% | +34.3% | -14.0% |
| YTD | -24.6% | -26.4% | +1.8% | -24.4% |
| 1Y | -34.1% | -42.2% | +8.1% | -32.0% |
| 3Y | +36.3% | -76.8% | +113.1% | +38.9% |
| All | -28.3% | -96.4% | +68.1% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling