+419.2%
IBM vs PLUG
-99.1%
+518.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -2.5% |
| 7D | -4.3% | -4.9% | +0.6% | -4.1% |
| 30D | +11.7% | -27.4% | +39.1% | +13.3% |
| 3M | +5.5% | -35.7% | +41.2% | +7.6% |
| 6M | +9.5% | -59.3% | +68.8% | +13.7% |
| YTD | -14.9% | -31.5% | +16.6% | -14.3% |
| 1Y | -17.4% | -48.9% | +31.5% | -15.8% |
| 3Y | +83.3% | -79.6% | +162.9% | +84.0% |
| 5Y | +142.1% | -96.5% | +238.5% | +158.0% |
| 10Y | +157.2% | -4.9% | +162.1% | +113.6% |
| All | +419.2% | -99.1% | +518.3% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling