+2,896.1%
DELL vs PLUG
-8.1%
+2,904.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.7% | +12.5% | +11.8% |
| 7D | +0.4% | -6.8% | +7.2% | +1.2% |
| 30D | -35.1% | -16.0% | -19.1% | -33.9% |
| 3M | -15.1% | -38.7% | +23.6% | -10.9% |
| 6M | +51.7% | -61.4% | +113.1% | +65.7% |
| YTD | +200.0% | -31.0% | +230.9% | +205.4% |
| 1Y | +172.1% | -46.2% | +218.4% | +183.2% |
| 3Y | +431.2% | -61.5% | +492.7% | +414.5% |
| 5Y | +633.1% | -96.9% | +730.0% | +756.6% |
| All | +2,896.1% | -8.1% | +2,904.2% | +2,435.5% |
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