+60.6%
PFE vs PLUG
+6.6%
+54.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.9% |
| 7D | -3.7% | +5.8% | -9.5% | -3.9% |
| 30D | +5.0% | -18.5% | +23.5% | +5.6% |
| 3M | +12.2% | -30.0% | +42.1% | +13.3% |
| 6M | +14.6% | -56.2% | +70.8% | +17.1% |
| YTD | +24.1% | -26.4% | +50.5% | +24.1% |
| 1Y | +26.6% | -42.2% | +68.8% | +27.4% |
| 3Y | +14.3% | -76.8% | +91.2% | +13.8% |
| 5Y | -21.9% | -96.2% | +74.3% | -20.0% |
| All | +60.6% | +6.6% | +54.0% | +41.1% |
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