+2,300.3%
AVGO vs PLUG
+25.0%
+2,275.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.3% | +8.4% |
| 7D | -0.9% | +14.5% | -15.4% | -2.3% |
| 30D | -11.6% | -10.7% | -0.9% | -10.5% |
| 3M | -25.2% | -31.2% | +6.0% | -22.2% |
| 6M | -25.4% | -51.9% | +26.5% | -20.0% |
| YTD | -7.2% | -23.9% | +16.7% | -6.6% |
| 1Y | -7.9% | -43.4% | +35.5% | -4.7% |
| 3Y | +262.1% | -74.7% | +336.8% | +259.7% |
| 5Y | +525.7% | -96.3% | +622.0% | +643.8% |
| 10Y | +2,300.3% | +20.0% | +2,280.3% | +1,840.3% |
| All | +2,300.3% | +25.0% | +2,275.3% | +1,840.3% |
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