+301.0%
CSCO vs PLUG
+20.8%
+280.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.4% | -9.4% | -2.4% |
| 7D | -10.2% | +5.8% | -16.0% | -10.5% |
| 30D | -20.1% | -18.5% | -1.5% | -19.1% |
| 3M | -22.1% | -30.0% | +7.9% | -20.6% |
| 6M | +3.2% | -56.2% | +59.4% | +7.7% |
| YTD | +24.1% | -26.4% | +50.5% | +24.9% |
| 1Y | +34.6% | -42.2% | +76.8% | +36.9% |
| 3Y | +90.0% | -76.8% | +166.8% | +90.6% |
| 5Y | +88.6% | -96.2% | +184.8% | +106.2% |
| All | +301.0% | +20.8% | +280.1% | +228.7% |
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 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