-28.2%
ADSK vs PLUG
-91.4%
+63.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.3% | -2.2% |
| 7D | -14.5% | +3.8% | -18.4% | -14.9% |
| 30D | -19.3% | +2.8% | -22.2% | -19.7% |
| 3M | -7.8% | -25.4% | +17.6% | -5.3% |
| 6M | -20.8% | -0.5% | -20.3% | -22.4% |
| YTD | -30.2% | +10.2% | -40.4% | -33.2% |
| 1Y | -36.5% | +53.9% | -90.4% | -43.5% |
| 3Y | -5.7% | -72.7% | +67.0% | -3.4% |
| 5Y | -28.2% | -91.4% | +63.2% | -8.4% |
| All | -28.2% | -91.4% | +63.2% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling