+128.3%
GOOGL vs PLUG
-63.0%
+191.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.8% | +10.6% | +2.0% |
| 7D | +5.7% | -8.1% | +13.9% | +5.9% |
| 30D | -15.6% | -20.5% | +4.9% | -15.1% |
| 3M | -13.0% | -45.9% | +32.9% | -11.6% |
| 6M | -22.8% | -65.2% | +42.4% | -20.7% |
| YTD | -4.4% | -37.1% | +32.7% | -3.9% |
| 1Y | +4.5% | -54.6% | +59.0% | +5.9% |
| All | +128.3% | -63.0% | +191.3% | +121.1% |
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