-27.1%
CMCSA vs PLUG
-66.9%
+39.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.5% | +11.9% | +1.6% |
| 7D | +3.2% | -23.4% | +26.6% | +3.5% |
| 30D | +19.5% | -23.4% | +43.0% | +19.9% |
| 3M | -2.4% | -51.7% | +49.3% | -1.5% |
| 6M | +3.8% | -72.0% | +75.8% | +5.7% |
| YTD | -5.4% | -43.7% | +38.3% | -5.2% |
| 1Y | +1.1% | -55.4% | +56.5% | +1.7% |
| 3Y | -27.1% | -68.0% | +40.9% | -27.7% |
| All | -27.1% | -66.9% | +39.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling