+149.6%
IBM vs PLUG
+6.6%
+143.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.4% | -8.3% | -1.2% |
| 7D | -5.0% | +5.8% | -10.8% | -5.2% |
| 30D | +11.1% | -18.5% | +29.6% | +12.0% |
| 3M | +5.7% | -30.0% | +35.7% | +7.3% |
| 6M | +10.1% | -56.2% | +66.3% | +13.8% |
| YTD | -15.6% | -26.4% | +10.8% | -15.4% |
| 1Y | -19.5% | -42.2% | +22.7% | -18.6% |
| 3Y | +80.4% | -76.8% | +157.2% | +80.6% |
| 5Y | +140.0% | -96.2% | +236.2% | +156.9% |
| All | +149.6% | +6.6% | +143.0% | +107.4% |
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