+101.3%
CSCO vs PLUG
-63.1%
+164.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.1% |
| 7D | -4.7% | -3.2% | -1.5% | -4.6% |
| 30D | -17.1% | -18.7% | +1.7% | -16.4% |
| 3M | -19.6% | -35.3% | +15.7% | -18.3% |
| 6M | +2.4% | -56.2% | +58.7% | +5.6% |
| YTD | +29.8% | -30.7% | +60.5% | +31.3% |
| 1Y | +38.7% | -46.7% | +85.3% | +41.1% |
| 3Y | +101.3% | -61.3% | +162.7% | +97.4% |
| All | +101.3% | -63.1% | +164.4% | +97.4% |
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