+331.0%
PANW vs PLUG
-91.4%
+422.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | +2.0% | +3.8% | -1.8% | +1.7% |
| 30D | -13.0% | +2.8% | -15.8% | -13.2% |
| 3M | +28.6% | -25.4% | +54.1% | +31.7% |
| 6M | +103.0% | -0.5% | +103.4% | +101.0% |
| YTD | +81.9% | +10.2% | +71.8% | +77.1% |
| 1Y | +69.6% | +53.9% | +15.7% | +56.7% |
| 3Y | +169.4% | -72.7% | +242.2% | +177.5% |
| 5Y | +331.0% | -91.4% | +422.4% | +448.4% |
| All | +331.0% | -91.4% | +422.4% | +448.4% |
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