+22.3%
BABA vs PLUG
-68.7%
+91.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.5% | +10.2% | +3.5% |
| 7D | +8.6% | -4.9% | +13.5% | +9.1% |
| 30D | -1.1% | -27.4% | +26.3% | +2.3% |
| 3M | -15.9% | -35.7% | +19.8% | -12.1% |
| 6M | -17.5% | -59.3% | +41.8% | -9.8% |
| YTD | -25.6% | -31.5% | +5.9% | -24.6% |
| 1Y | -33.8% | -48.9% | +15.0% | -31.0% |
| 3Y | +34.6% | -79.6% | +114.2% | +36.6% |
| 5Y | -27.7% | -96.5% | +68.8% | -12.9% |
| 10Y | +17.7% | -4.9% | +22.6% | -6.7% |
| All | +22.3% | -68.7% | +91.0% | +4.1% |
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