+714.4%
INFY vs PLUG
-98.6%
+813.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.1% | -3.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -6.2% | +3.3% | -9.6% | -6.6% |
| 3M | -4.9% | -39.7% | +34.8% | -1.1% |
| 6M | -16.6% | -12.5% | -4.1% | -17.0% |
| YTD | -32.9% | +10.2% | -43.1% | -35.2% |
| 1Y | -26.9% | +50.7% | -77.6% | -32.7% |
| 3Y | -26.6% | -74.5% | +47.9% | -28.1% |
| 5Y | -44.1% | -91.8% | +47.7% | -41.7% |
| 10Y | +90.0% | +43.7% | +46.3% | +28.0% |
| All | +714.4% | -98.6% | +813.0% | +483.8% |
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