-71.8%
PYPL vs PLUG
-97.5%
+25.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.5% | +12.2% | +3.1% |
| 7D | +0.1% | -23.4% | +23.5% | +3.6% |
| 30D | +5.7% | -23.4% | +29.1% | +9.2% |
| 3M | -1.9% | -51.7% | +49.8% | +7.7% |
| 6M | +31.8% | -72.0% | +103.8% | +54.8% |
| YTD | +2.4% | -43.7% | +46.1% | +6.0% |
| 1Y | -8.2% | -55.4% | +47.2% | -2.1% |
| 3Y | +10.2% | -68.0% | +78.2% | +2.6% |
| All | -71.8% | -97.5% | +25.7% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling