+108.6%
ASML vs PLUG
-91.8%
+200.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +2.2% | +3.3% | -1.1% | +1.6% |
| 3M | -2.3% | -39.7% | +37.4% | +4.9% |
| 6M | +23.0% | -12.5% | +35.5% | +23.6% |
| YTD | +61.1% | +10.2% | +50.9% | +54.6% |
| 1Y | +129.1% | +50.7% | +78.4% | +103.3% |
| 3Y | +165.4% | -74.5% | +239.9% | +177.8% |
| All | +108.6% | -91.8% | +200.4% | +159.9% |
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