+40.5%
CVS vs PLUG
+56.9%
-16.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -1.6% | +8.1% | -9.7% | -1.9% |
| 30D | +0.4% | +3.7% | -3.3% | +0.2% |
| 3M | -0.4% | -29.2% | +28.7% | +0.8% |
| 6M | +25.1% | +6.1% | +19.0% | +24.0% |
| YTD | +23.9% | +14.7% | +9.2% | +21.8% |
| 1Y | +41.1% | +56.9% | -15.9% | +35.4% |
| 3Y | +63.6% | -71.6% | +135.2% | +61.9% |
| 5Y | +31.5% | -91.0% | +122.6% | +33.8% |
| 10Y | +40.5% | +55.9% | -15.4% | +9.4% |
| All | +40.5% | +56.9% | -16.5% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling