+13,507.3%
GOOGL vs PLUG
-95.9%
+13,603.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -6.6% | +3.3% | -9.9% | -6.9% |
| 3M | -8.9% | -39.7% | +30.8% | -6.0% |
| 6M | +11.9% | -12.5% | +24.4% | +11.8% |
| YTD | +8.3% | +10.2% | -1.8% | +5.7% |
| 1Y | +46.2% | +50.7% | -4.5% | +37.3% |
| 3Y | +151.9% | -74.5% | +226.4% | +148.6% |
| 5Y | +137.7% | -91.8% | +229.5% | +147.6% |
| 10Y | +757.6% | +43.7% | +713.8% | +564.7% |
| All | +13,507.3% | -95.9% | +13,603.2% | +9,824.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling