+25.9%
CSCO vs PLUG
-58.9%
+84.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -10.5% | +4.2% | -5.0% |
| 7D | +1.9% | -23.4% | +25.4% | +4.9% |
| 30D | -15.8% | -23.4% | +7.6% | -13.4% |
| 3M | -15.4% | -51.7% | +36.4% | -9.1% |
| 6M | -5.4% | -72.0% | +66.6% | +6.1% |
| YTD | +26.5% | -43.7% | +70.1% | +33.7% |
| 1Y | +25.9% | -55.4% | +81.3% | +33.7% |
| All | +25.9% | -58.9% | +84.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling