+409.0%
NFLX vs PLUG
+6.6%
+402.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.4% | -10.7% | -3.9% |
| 7D | +2.1% | +5.8% | -3.7% | +1.6% |
| 30D | -9.0% | -18.5% | +9.5% | -7.6% |
| 3M | -14.0% | -30.0% | +16.0% | -11.6% |
| 6M | -28.2% | -56.2% | +28.0% | -23.7% |
| YTD | -32.4% | -26.4% | -6.0% | -32.4% |
| 1Y | -42.2% | -42.2% | 0.0% | -41.2% |
| 3Y | +45.9% | -76.8% | +122.7% | +44.5% |
| 5Y | -1.8% | -96.2% | +94.4% | +16.0% |
| All | +409.0% | +6.6% | +402.4% | +316.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling