+129.2%
ADBE vs PLUG
-2.2%
+131.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -4.4% | -6.8% | +2.5% | -3.9% |
| 30D | -0.2% | -16.0% | +15.8% | +1.0% |
| 3M | -9.9% | -38.7% | +28.8% | -6.5% |
| 6M | -3.5% | -61.4% | +57.9% | +3.4% |
| YTD | -32.1% | -31.0% | -1.1% | -32.1% |
| 1Y | -28.7% | -46.2% | +17.5% | -27.2% |
| 3Y | -60.2% | -61.5% | +1.3% | -62.8% |
| 5Y | -63.1% | -96.9% | +33.8% | -55.8% |
| 10Y | +129.2% | -7.5% | +136.6% | +80.5% |
| All | +129.2% | -2.2% | +131.3% | +80.5% |
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