+750.9%
GOOGL vs PLUG
+56.9%
+694.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.2% | -0.3% |
| 7D | +1.1% | +8.1% | -7.1% | +0.5% |
| 30D | -4.4% | +3.7% | -8.1% | -4.8% |
| 3M | -6.8% | -29.2% | +22.3% | -4.7% |
| 6M | +13.6% | +6.1% | +7.5% | +11.8% |
| YTD | +8.3% | +14.7% | -6.4% | +5.2% |
| 1Y | +44.9% | +56.9% | -12.0% | +34.9% |
| 3Y | +150.5% | -71.6% | +222.1% | +146.6% |
| 5Y | +137.7% | -91.0% | +228.8% | +151.9% |
| 10Y | +750.9% | +55.9% | +695.1% | +585.6% |
| All | +750.9% | +56.9% | +694.0% | +585.6% |
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 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