-42.1%
CMCSA vs PLUG
-96.4%
+54.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.4% | -9.7% | -2.5% |
| 7D | +5.0% | +5.8% | -0.8% | +4.8% |
| 30D | +16.5% | -18.5% | +35.0% | +17.2% |
| 3M | -1.6% | -30.0% | +28.4% | -0.6% |
| 6M | -5.0% | -56.2% | +51.2% | -2.7% |
| YTD | -8.3% | -26.4% | +18.1% | -8.4% |
| 1Y | +0.4% | -42.2% | +42.6% | +1.1% |
| 3Y | -31.0% | -76.8% | +45.9% | -30.3% |
| All | -42.1% | -96.4% | +54.3% | -38.6% |
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