+691.7%
AVGO vs PLUG
-91.8%
+783.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.1% |
| 7D | -3.0% | -0.9% | -2.0% | -2.9% |
| 30D | -14.4% | +3.3% | -17.8% | -14.8% |
| 3M | -14.4% | -39.7% | +25.3% | -10.2% |
| 6M | +13.1% | -12.5% | +25.6% | +13.3% |
| YTD | +3.8% | +10.2% | -6.4% | +0.6% |
| 1Y | +17.8% | +50.7% | -32.9% | +7.6% |
| 3Y | +325.3% | -74.5% | +399.8% | +333.8% |
| All | +691.7% | -91.8% | +783.5% | +805.3% |
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 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