+28.2%
BABA vs PLUG
-49.7%
+77.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +1.0% |
| 7D | -4.8% | -0.9% | -3.8% | -4.7% |
| 30D | -11.9% | +3.3% | -15.2% | -12.4% |
| 3M | -9.3% | -39.7% | +30.5% | -4.4% |
| 6M | -14.2% | -12.5% | -1.7% | -14.4% |
| YTD | -22.0% | +10.2% | -32.2% | -24.9% |
| 1Y | -12.7% | +50.7% | -63.4% | -21.1% |
| 3Y | +26.7% | -74.5% | +101.2% | +25.8% |
| 5Y | -29.3% | -91.8% | +62.4% | -22.0% |
| 10Y | +21.2% | +43.7% | -22.5% | -8.2% |
| All | +28.2% | -49.7% | +77.8% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling