+156.0%
INTC vs PLUG
-99.1%
+255.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +7.4% | +0.3% | +7.0% |
| 7D | -14.4% | +5.8% | -20.3% | -14.8% |
| 30D | -50.2% | -18.5% | -31.7% | -49.2% |
| 3M | -43.6% | -30.0% | -13.7% | -41.6% |
| 6M | -50.2% | -56.2% | +6.0% | -46.3% |
| YTD | +52.5% | -26.4% | +78.9% | +55.6% |
| 1Y | +51.1% | -42.2% | +93.4% | +57.1% |
| 3Y | +50.3% | -76.8% | +127.1% | +53.0% |
| 5Y | +19.2% | -96.2% | +115.4% | +36.3% |
| 10Y | +105.1% | +2.1% | +103.0% | +61.5% |
| All | +156.0% | -99.1% | +255.1% | +90.5% |
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 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