+129.0%
INFY vs PLUG
-25.0%
+154.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.6% |
| 7D | -1.7% | -23.4% | +21.8% | -0.2% |
| 30D | +7.1% | -23.4% | +30.5% | +8.5% |
| 3M | -1.0% | -51.7% | +50.8% | +3.1% |
| 6M | +5.9% | -72.0% | +77.8% | +13.5% |
| YTD | -29.5% | -43.7% | +14.1% | -28.7% |
| 1Y | -26.0% | -55.4% | +29.5% | -24.0% |
| 3Y | -19.4% | -68.0% | +48.6% | -21.7% |
| 5Y | -40.9% | -97.4% | +56.5% | -33.0% |
| All | +129.0% | -25.0% | +154.0% | +113.0% |
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