+89.3%
CSCO vs PLUG
-78.4%
+167.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.4% | -9.4% | -2.3% |
| 7D | -10.2% | +5.8% | -16.0% | -10.4% |
| 30D | -20.1% | -18.5% | -1.5% | -19.5% |
| 3M | -22.4% | -30.0% | +7.6% | -21.4% |
| 6M | +2.8% | -56.2% | +59.0% | +5.6% |
| YTD | +23.6% | -26.4% | +50.0% | +24.7% |
| 1Y | +34.0% | -42.2% | +76.3% | +35.8% |
| 3Y | +89.3% | -76.8% | +166.1% | +88.2% |
| All | +89.3% | -78.4% | +167.6% | +88.2% |
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