+113.3%
CSCO vs PLUG
-91.8%
+205.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| 6M | +36.3% | -12.5% | +48.8% | +36.5% |
| YTD | +43.8% | +10.2% | +33.7% | +42.0% |
| 1Y | +63.9% | +50.7% | +13.2% | +57.6% |
| 3Y | +104.4% | -74.5% | +178.9% | +107.2% |
| All | +113.3% | -91.8% | +205.1% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling