+47.2%
PYPL vs PLUG
+25.0%
+22.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.1% | +0.9% |
| 7D | +2.2% | +14.5% | -12.3% | +0.3% |
| 30D | +8.1% | -10.7% | +18.9% | +9.4% |
| 3M | +1.9% | -31.2% | +33.1% | +6.3% |
| 6M | +33.1% | -51.9% | +85.0% | +43.7% |
| YTD | +3.8% | -23.9% | +27.6% | +3.5% |
| 1Y | -8.3% | -43.4% | +35.1% | -5.3% |
| 3Y | +11.9% | -74.7% | +86.6% | +10.1% |
| 5Y | -70.4% | -96.3% | +25.9% | -63.5% |
| 10Y | +47.2% | +20.0% | +27.2% | +25.8% |
| All | +47.2% | +25.0% | +22.2% | +25.8% |
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