+216.5%
QCOM vs PLUG
+6.6%
+209.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.4% | -1.9% | +4.6% |
| 7D | +0.4% | +5.8% | -5.5% | -0.3% |
| 30D | -6.6% | -18.5% | +11.9% | -4.2% |
| 3M | +3.7% | -30.0% | +33.6% | +8.3% |
| 6M | -13.3% | -56.2% | +42.9% | -4.6% |
| YTD | -1.8% | -26.4% | +24.6% | -0.2% |
| 1Y | -2.5% | -42.2% | +39.7% | +1.6% |
| 3Y | +47.0% | -76.8% | +123.8% | +48.9% |
| 5Y | +13.1% | -96.2% | +109.3% | +37.4% |
| All | +216.5% | +6.6% | +209.9% | +168.3% |
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 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