+4.9%
MSFT vs PLUG
-58.9%
+63.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +1.0% |
| 7D | -1.3% | -23.4% | +22.2% | +0.9% |
| 30D | -1.8% | -23.4% | +21.6% | +0.2% |
| 3M | +5.6% | -51.7% | +57.4% | +11.2% |
| 6M | +29.8% | -72.0% | +101.8% | +39.5% |
| YTD | +9.0% | -43.7% | +52.7% | +11.6% |
| 1Y | +4.9% | -55.4% | +60.4% | +7.3% |
| All | +4.9% | -58.9% | +63.8% | +7.3% |
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