+63.3%
MSFT vs PLUG
-96.6%
+160.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.2% |
| 7D | -6.2% | -6.8% | +0.6% | -5.8% |
| 30D | -3.7% | -16.0% | +12.3% | -2.6% |
| 3M | +3.6% | -38.7% | +42.4% | +7.0% |
| 6M | +26.8% | -61.4% | +88.2% | +34.5% |
| YTD | +8.4% | -31.0% | +39.4% | +9.3% |
| 1Y | +3.3% | -46.2% | +49.5% | +5.7% |
| 3Y | +44.3% | -61.5% | +105.7% | +38.0% |
| 5Y | +63.3% | -96.9% | +160.2% | +124.2% |
| All | +63.3% | -96.6% | +160.0% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling