+0.9%
QCOM vs PLUG
-58.9%
+59.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.5% | +7.8% | -0.7% |
| 7D | +4.3% | -23.4% | +27.7% | +9.3% |
| 30D | -0.1% | -23.4% | +23.4% | +4.8% |
| 3M | +5.2% | -51.7% | +57.0% | +18.3% |
| 6M | -18.4% | -72.0% | +53.6% | -2.8% |
| YTD | +2.4% | -43.7% | +46.1% | +12.7% |
| 1Y | +0.9% | -55.4% | +56.3% | +14.6% |
| All | +0.9% | -58.9% | +59.8% | +14.6% |
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