+242.6%
QCOM vs PLUG
-25.0%
+267.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.5% | +7.8% | -1.3% |
| 7D | +4.3% | -23.4% | +27.7% | +7.7% |
| 30D | -0.1% | -23.4% | +23.4% | +3.3% |
| 3M | +5.2% | -51.7% | +57.0% | +15.0% |
| 6M | -18.4% | -72.0% | +53.6% | -5.0% |
| YTD | +2.4% | -43.7% | +46.1% | +7.5% |
| 1Y | +0.9% | -55.4% | +56.3% | +8.6% |
| 3Y | +48.4% | -68.0% | +116.4% | +46.0% |
| 5Y | +16.6% | -97.4% | +114.0% | +48.3% |
| All | +242.6% | -25.0% | +267.6% | +193.2% |
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