+1,280.2%
PANW vs PLUG
+54.0%
+1,226.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.3% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -11.8% | -5.0% | -6.9% | -11.4% |
| 3M | +28.6% | -26.2% | +54.8% | +32.0% |
| 6M | +104.4% | -0.5% | +104.9% | +102.4% |
| YTD | +83.8% | +7.1% | +76.7% | +79.2% |
| 1Y | +71.5% | +46.5% | +25.0% | +59.1% |
| 3Y | +172.2% | -73.5% | +245.7% | +170.4% |
| 5Y | +332.2% | -91.3% | +423.5% | +369.9% |
| All | +1,280.2% | +54.0% | +1,226.2% | +1,104.7% |
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 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