+321.5%
CSCO vs PLUG
+25.0%
+296.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.9% |
| 7D | -2.9% | +14.5% | -17.4% | -3.7% |
| 30D | -16.7% | -10.7% | -6.0% | -16.2% |
| 3M | -18.4% | -31.2% | +12.7% | -16.8% |
| 6M | +2.9% | -51.9% | +54.9% | +6.9% |
| YTD | +30.4% | -23.9% | +54.3% | +31.1% |
| 1Y | +41.4% | -43.4% | +84.8% | +44.0% |
| 3Y | +104.7% | -74.7% | +179.4% | +104.2% |
| 5Y | +96.9% | -96.3% | +193.3% | +115.7% |
| 10Y | +321.5% | +20.0% | +301.5% | +244.8% |
| All | +321.5% | +25.0% | +296.5% | +244.8% |
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