+140.0%
IBM vs PLUG
-1.4%
+141.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.4% |
| 7D | -1.5% | -2.8% | +1.3% | -1.4% |
| 30D | +8.4% | -18.5% | +26.9% | +9.3% |
| 3M | +4.2% | -35.1% | +39.3% | +6.0% |
| 6M | +7.9% | -56.1% | +64.0% | +11.5% |
| YTD | -15.2% | -30.5% | +15.3% | -14.8% |
| 1Y | -18.7% | -46.5% | +27.8% | -17.5% |
| 3Y | +79.2% | -61.2% | +140.4% | +75.7% |
| 5Y | +144.7% | -96.6% | +241.3% | +163.0% |
| All | +140.0% | -1.4% | +141.5% | +98.7% |
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