+224.3%
INTC vs PLUG
+43.7%
+180.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +4.2% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | -5.2% | +3.3% | -8.5% | -5.6% |
| 3M | -14.3% | -39.7% | +25.4% | -9.0% |
| 6M | +110.2% | -12.5% | +122.7% | +112.3% |
| YTD | +159.6% | +10.2% | +149.5% | +153.6% |
| 1Y | +289.3% | +50.7% | +238.6% | +259.1% |
| 3Y | +166.1% | -74.5% | +240.6% | +166.7% |
| 5Y | +94.4% | -91.8% | +186.2% | +111.0% |
| All | +224.3% | +43.7% | +180.6% | +155.2% |
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