+106.4%
CSCO vs PLUG
-74.3%
+180.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.4% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -10.1% | +3.3% | -13.5% | -10.3% |
| 3M | -15.7% | -39.7% | +24.0% | -14.2% |
| 6M | +36.3% | -12.5% | +48.8% | +36.6% |
| YTD | +43.8% | +10.2% | +33.7% | +42.9% |
| 1Y | +63.9% | +50.7% | +13.2% | +60.5% |
| All | +106.4% | -74.3% | +180.7% | +102.6% |
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