-81.0%
PYPL vs PLUG
-91.8%
+10.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.9% | -3.4% |
| 7D | +2.7% | -0.9% | +3.6% | +2.8% |
| 30D | -4.9% | +3.3% | -8.2% | -5.4% |
| 3M | +28.9% | -39.7% | +68.6% | +37.3% |
| 6M | +18.2% | -12.5% | +30.7% | +17.7% |
| YTD | -5.0% | +10.2% | -15.2% | -9.8% |
| 1Y | -18.8% | +50.7% | -69.5% | -29.3% |
| 3Y | -12.6% | -74.5% | +61.9% | -8.4% |
| All | -81.0% | -91.8% | +10.8% | -75.7% |
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