+49.6%
PFE vs PLUG
+25.0%
+24.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -4.0% | -0.6% |
| 7D | -4.7% | +14.5% | -19.2% | -5.1% |
| 30D | +3.4% | -10.7% | +14.1% | +3.7% |
| 3M | +9.2% | -31.2% | +40.4% | +10.3% |
| 6M | +15.8% | -51.9% | +67.7% | +18.0% |
| YTD | +23.4% | -23.9% | +47.3% | +23.3% |
| 1Y | +25.8% | -43.4% | +69.2% | +26.8% |
| 3Y | +17.8% | -74.7% | +92.6% | +17.1% |
| 5Y | -20.2% | -96.3% | +76.1% | -18.1% |
| 10Y | +49.6% | +20.0% | +29.6% | +30.0% |
| All | +49.6% | +25.0% | +24.6% | +30.0% |
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 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