+120.7%
GOOGL vs PLUG
-78.4%
+199.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.4% | -6.6% | +0.6% |
| 7D | +1.8% | +5.8% | -4.1% | +1.6% |
| 30D | -18.8% | -18.5% | -0.2% | -18.4% |
| 3M | -20.3% | -30.0% | +9.6% | -19.7% |
| 6M | -28.4% | -56.2% | +27.8% | -27.1% |
| YTD | -8.8% | -26.4% | +17.6% | -8.8% |
| 1Y | +0.3% | -42.2% | +42.5% | +0.9% |
| 3Y | +120.7% | -76.8% | +197.6% | +112.0% |
| All | +120.7% | -78.4% | +199.1% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling