+82.1%
IBM vs PLUG
-75.5%
+157.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -3.0% | +0.4% |
| 7D | -2.5% | +14.5% | -17.0% | -2.9% |
| 30D | +8.4% | -10.7% | +19.1% | +8.7% |
| 3M | +4.5% | -31.2% | +35.7% | +5.5% |
| 6M | +7.9% | -51.9% | +59.8% | +10.1% |
| YTD | -15.2% | -23.9% | +8.6% | -15.1% |
| 1Y | -17.6% | -43.4% | +25.8% | -16.9% |
| 3Y | +82.1% | -74.7% | +156.8% | +80.4% |
| All | +82.1% | -75.5% | +157.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling