+295.1%
PANW vs PLUG
-96.6%
+391.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -3.9% | -6.8% | +3.0% | -3.3% |
| 30D | -17.2% | -16.0% | -1.1% | -15.9% |
| 3M | -12.9% | -38.7% | +25.9% | -9.1% |
| 6M | +56.5% | -61.4% | +117.9% | +69.2% |
| YTD | +81.6% | -31.0% | +112.5% | +84.2% |
| 1Y | +53.2% | -46.2% | +99.5% | +58.3% |
| 3Y | +163.9% | -61.5% | +225.3% | +150.6% |
| 5Y | +295.1% | -96.9% | +392.0% | +513.0% |
| All | +295.1% | -96.6% | +391.8% | +513.0% |
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 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