-31.0%
CMCSA vs PLUG
-78.4%
+47.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.4% | -9.7% | -2.3% |
| 7D | +5.0% | +5.8% | -0.8% | +5.0% |
| 30D | +16.5% | -18.5% | +35.0% | +16.7% |
| 3M | -1.6% | -30.0% | +28.4% | -1.3% |
| 6M | -5.0% | -56.2% | +51.2% | -4.2% |
| YTD | -8.3% | -26.4% | +18.1% | -8.4% |
| 1Y | +0.4% | -42.2% | +42.6% | +0.6% |
| 3Y | -31.0% | -76.8% | +45.9% | -31.4% |
| All | -31.0% | -78.4% | +47.4% | -31.4% |
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