+448.7%
AXP vs PLUG
+6.6%
+442.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.9% |
| 7D | +0.6% | +5.8% | -5.3% | 0.0% |
| 30D | +5.8% | -18.5% | +24.4% | +7.5% |
| 3M | -6.0% | -30.0% | +23.9% | -3.4% |
| 6M | +0.3% | -56.2% | +56.5% | +6.6% |
| YTD | -12.3% | -26.4% | +14.1% | -12.0% |
| 1Y | -11.2% | -42.2% | +31.0% | -9.3% |
| 3Y | +117.0% | -76.8% | +193.9% | +116.4% |
| 5Y | +93.2% | -96.2% | +189.4% | +121.8% |
| All | +448.7% | +6.6% | +442.1% | +338.5% |
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