+250.3%
QCOM vs PLUG
+43.7%
+206.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -25.8% |
| 6M | +22.8% | -12.5% | +35.3% | +23.4% |
| YTD | +0.2% | +10.2% | -10.0% | -3.1% |
| 1Y | +7.9% | +50.7% | -42.8% | -2.0% |
| 3Y | +55.8% | -74.5% | +130.3% | +55.9% |
| 5Y | +30.1% | -91.8% | +121.9% | +43.6% |
| All | +250.3% | +43.7% | +206.6% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling