+303.5%
CSCO vs PLUG
-99.1%
+402.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.5% | -0.1% | -7.0% |
| 7D | -11.9% | -4.9% | -6.9% | -11.5% |
| 30D | -18.8% | -27.4% | +8.6% | -16.7% |
| 3M | -21.2% | -35.7% | +14.5% | -18.4% |
| 6M | +1.9% | -59.3% | +61.2% | +9.1% |
| YTD | +26.1% | -31.5% | +57.5% | +27.8% |
| 1Y | +34.7% | -48.9% | +83.6% | +39.4% |
| 3Y | +94.0% | -79.6% | +173.7% | +95.3% |
| 5Y | +91.6% | -96.5% | +188.1% | +114.7% |
| 10Y | +323.2% | -4.9% | +328.1% | +200.8% |
| All | +303.5% | -99.1% | +402.6% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling