+132.4%
IBM vs PLUG
+43.7%
+88.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +0.3% | +3.3% | -3.1% | +0.1% |
| 3M | -21.6% | -39.7% | +18.1% | -20.0% |
| 6M | -4.7% | -12.5% | +7.8% | -4.7% |
| YTD | -19.1% | +10.2% | -29.2% | -20.2% |
| 1Y | -2.5% | +50.7% | -53.2% | -6.0% |
| 3Y | +74.2% | -74.5% | +148.7% | +73.9% |
| 5Y | +113.1% | -91.8% | +204.9% | +119.0% |
| All | +132.4% | +43.7% | +88.7% | +88.5% |
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