+606.7%
AVGO vs PLUG
-97.1%
+703.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -8.8% | +14.4% | +6.5% |
| 7D | +25.0% | -8.1% | +33.1% | +25.9% |
| 30D | +2.0% | -20.5% | +22.5% | +4.4% |
| 3M | -12.3% | -45.9% | +33.6% | -6.6% |
| 6M | -12.8% | -65.2% | +52.4% | -3.3% |
| YTD | +5.9% | -37.1% | +42.9% | +8.6% |
| 1Y | +3.3% | -54.6% | +57.9% | +9.4% |
| 3Y | +293.1% | -64.9% | +358.0% | +278.2% |
| 5Y | +606.7% | -97.1% | +703.8% | +840.0% |
| All | +606.7% | -97.1% | +703.9% | +840.0% |
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