+144.8%
IBM vs PLUG
-16.2%
+161.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.8% | +7.4% | -1.0% |
| 7D | -0.3% | -8.1% | +7.8% | 0.0% |
| 30D | +6.8% | -20.5% | +27.3% | +7.8% |
| 3M | +4.4% | -45.9% | +50.3% | +7.1% |
| 6M | +13.2% | -65.2% | +78.4% | +18.1% |
| YTD | -15.1% | -37.1% | +21.9% | -14.4% |
| 1Y | -20.2% | -54.6% | +34.4% | -18.4% |
| 3Y | +79.3% | -64.9% | +144.2% | +76.5% |
| 5Y | +147.5% | -97.1% | +244.6% | +168.3% |
| All | +144.8% | -16.2% | +161.0% | +105.2% |
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