-16.7%
IBM vs PLUG
-58.9%
+42.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.5% | +11.5% | +1.5% |
| 7D | +1.6% | -23.4% | +25.0% | +2.8% |
| 30D | +9.2% | -23.4% | +32.6% | +10.5% |
| 3M | +4.9% | -51.7% | +56.7% | +8.2% |
| 6M | +16.8% | -72.0% | +88.7% | +24.5% |
| YTD | -14.3% | -43.7% | +29.4% | -13.6% |
| 1Y | -16.7% | -55.4% | +38.7% | -15.6% |
| All | -16.7% | -58.9% | +42.2% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling