+7.9%
QCOM vs PLUG
+45.6%
-37.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | +7.7% | +3.3% | +4.4% | +7.2% |
| 3M | -30.1% | -39.7% | +9.7% | -26.4% |
| 6M | +22.8% | -12.5% | +35.3% | +23.9% |
| YTD | +0.2% | +10.2% | -10.0% | -1.5% |
| 1Y | +7.9% | +50.7% | -42.8% | +6.4% |
| All | +7.9% | +45.6% | -37.8% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling