+63.2%
PYPL vs PLUG
-35.0%
+98.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.5% |
| 7D | +3.9% | +5.8% | -1.9% | +3.0% |
| 30D | +7.8% | -18.5% | +26.3% | +10.4% |
| 3M | -0.7% | -30.0% | +29.3% | +3.4% |
| 6M | +28.8% | -56.2% | +85.0% | +40.7% |
| YTD | +2.4% | -26.4% | +28.8% | +2.6% |
| 1Y | -9.6% | -42.2% | +32.6% | -6.9% |
| 3Y | +9.7% | -76.8% | +86.5% | +9.3% |
| 5Y | -73.5% | -96.2% | +22.8% | -67.3% |
| 10Y | +46.5% | +2.1% | +44.3% | +16.4% |
| All | +63.2% | -35.0% | +98.2% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling