+120.0%
ADBE vs PLUG
+25.0%
+95.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.3% | -1.1% |
| 7D | -5.6% | +14.5% | -20.1% | -6.8% |
| 30D | -2.0% | -10.7% | +8.7% | -1.3% |
| 3M | -10.5% | -31.2% | +20.7% | -8.0% |
| 6M | -6.2% | -51.9% | +45.7% | -1.6% |
| YTD | -32.2% | -23.9% | -8.3% | -32.7% |
| 1Y | -27.4% | -43.4% | +16.0% | -26.2% |
| 3Y | -58.9% | -74.7% | +15.8% | -60.0% |
| 5Y | -64.5% | -96.3% | +31.8% | -58.2% |
| 10Y | +120.0% | +20.0% | +100.0% | +72.1% |
| All | +120.0% | +25.0% | +95.0% | +72.1% |
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