+54.4%
PYPL vs PLUG
-25.0%
+79.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.5% | +12.2% | +3.0% |
| 7D | +0.1% | -23.4% | +23.5% | +3.3% |
| 30D | +5.7% | -23.4% | +29.1% | +8.9% |
| 3M | -1.9% | -51.7% | +49.8% | +6.9% |
| 6M | +31.8% | -72.0% | +103.8% | +52.6% |
| YTD | +2.4% | -43.7% | +46.1% | +6.0% |
| 1Y | -8.2% | -55.4% | +47.2% | -2.4% |
| 3Y | +10.2% | -68.0% | +78.2% | +5.5% |
| 5Y | -71.2% | -97.4% | +26.2% | -62.8% |
| All | +54.4% | -25.0% | +79.4% | +39.1% |
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