+53.3%
MSFT vs PLUG
-74.3%
+127.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.9% | -2.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +2.7% | +3.3% | -0.6% | +2.6% |
| 3M | +17.0% | -39.7% | +56.7% | +18.3% |
| 6M | +23.8% | -12.5% | +36.3% | +23.7% |
| YTD | +4.0% | +10.2% | -6.2% | +3.1% |
| 1Y | -0.8% | +50.7% | -51.5% | -2.6% |
| All | +53.3% | -74.3% | +127.6% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling