+62.2%
PANW vs PLUG
-44.1%
+106.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.2% | -1.0% |
| 7D | -11.8% | +2.8% | -14.6% | -12.1% |
| 30D | -14.4% | -22.8% | +8.3% | -12.2% |
| 3M | -5.0% | -32.4% | +27.4% | -1.4% |
| 6M | +88.6% | -53.4% | +141.9% | +100.2% |
| YTD | +88.9% | -25.9% | +114.8% | +90.9% |
| 1Y | +62.2% | -42.1% | +104.3% | +65.3% |
| All | +62.2% | -44.1% | +106.3% | +65.3% |
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