-44.2%
INFY vs PLUG
-91.0%
+46.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -5.1% |
| 7D | -7.2% | +8.1% | -15.4% | -7.7% |
| 30D | -11.2% | +3.7% | -14.8% | -11.4% |
| 3M | -7.4% | -29.2% | +21.7% | -5.8% |
| 6M | -21.3% | +6.1% | -27.4% | -22.5% |
| YTD | -36.2% | +14.7% | -50.9% | -37.9% |
| 1Y | -31.3% | +56.9% | -88.2% | -35.3% |
| 3Y | -31.1% | -71.6% | +40.5% | -30.0% |
| All | -44.2% | -91.0% | +46.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling