+67.7%
ASML vs PLUG
-96.6%
+164.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.5% | -1.8% | -8.2% |
| 7D | -19.0% | -4.9% | -14.1% | -18.4% |
| 30D | -25.9% | -27.4% | +1.5% | -22.2% |
| 3M | -19.1% | -35.7% | +16.7% | -13.6% |
| 6M | -5.7% | -59.3% | +53.6% | +6.9% |
| YTD | +27.6% | -31.5% | +59.1% | +31.5% |
| 1Y | +30.8% | -48.9% | +79.6% | +39.9% |
| 3Y | +116.2% | -79.6% | +195.8% | +130.4% |
| 5Y | +67.7% | -96.5% | +164.1% | +152.2% |
| All | +67.7% | -96.6% | +164.3% | +152.2% |
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