+9.7%
PYPL vs PLUG
-78.4%
+88.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | 0.0% |
| 7D | +3.9% | +5.8% | -1.9% | +3.5% |
| 30D | +7.8% | -18.5% | +26.3% | +9.2% |
| 3M | -0.7% | -30.0% | +29.3% | +1.5% |
| 6M | +28.8% | -56.2% | +85.0% | +35.2% |
| YTD | +2.4% | -26.4% | +28.8% | +2.5% |
| 1Y | -9.6% | -42.2% | +32.6% | -8.1% |
| 3Y | +9.7% | -76.8% | +86.5% | +10.5% |
| All | +9.7% | -78.4% | +88.0% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling