+31.5%
ABNB vs PLUG
-94.3%
+125.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.3% | -0.4% |
| 7D | +11.2% | +14.5% | -3.3% | +8.9% |
| 30D | +14.7% | -10.7% | +25.4% | +16.5% |
| 3M | +6.9% | -31.2% | +38.1% | +12.6% |
| 6M | +34.5% | -51.9% | +86.4% | +47.7% |
| YTD | +40.2% | -23.9% | +64.1% | +39.3% |
| 1Y | +57.4% | -43.4% | +100.8% | +63.2% |
| 3Y | +64.7% | -74.7% | +139.4% | +59.9% |
| 5Y | -2.3% | -96.3% | +94.1% | +48.5% |
| All | +31.5% | -94.3% | +125.8% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling