+3.3%
MSFT vs PLUG
-47.1%
+50.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -6.2% | -7.2% | +1.0% | -5.7% |
| 30D | -3.7% | -16.4% | +12.7% | -2.5% |
| 3M | +3.6% | -39.0% | +42.6% | +7.2% |
| 6M | +26.8% | -61.5% | +88.3% | +33.4% |
| YTD | +8.4% | -31.2% | +39.7% | +9.0% |
| 1Y | +3.3% | -46.4% | +49.7% | +4.1% |
| All | +3.3% | -47.1% | +50.4% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling