+772.7%
GOOG vs PLUG
+48.6%
+724.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.8% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | -7.7% | +2.8% | -10.5% | -7.9% |
| 3M | -9.3% | -25.4% | +16.1% | -7.6% |
| 6M | +7.4% | -0.5% | +7.9% | +6.3% |
| YTD | +4.9% | +10.2% | -5.3% | +2.1% |
| 1Y | +37.2% | +53.9% | -16.7% | +27.8% |
| 3Y | +141.6% | -72.7% | +214.3% | +138.5% |
| 5Y | +128.8% | -91.4% | +220.2% | +143.2% |
| 10Y | +772.7% | +58.4% | +714.3% | +601.4% |
| All | +772.7% | +48.6% | +724.1% | +601.4% |
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