+97.7%
GOOG vs PLUG
-97.5%
+195.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.5% | -0.2% |
| 7D | +3.0% | -23.4% | +26.5% | +4.9% |
| 30D | -14.9% | -23.4% | +8.6% | -13.4% |
| 3M | -14.9% | -51.7% | +36.8% | -10.6% |
| 6M | -26.6% | -72.0% | +45.4% | -20.1% |
| YTD | -6.6% | -43.7% | +37.1% | -4.8% |
| 1Y | +5.1% | -55.4% | +60.5% | +8.8% |
| 3Y | +121.0% | -68.0% | +189.0% | +110.8% |
| All | +97.7% | -97.5% | +195.1% | +171.4% |
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 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