+48.9%
QCOM vs PLUG
-63.1%
+112.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.0% | +10.2% | +2.2% |
| 7D | +5.5% | -3.2% | +8.7% | +5.9% |
| 30D | -1.1% | -18.7% | +17.6% | +1.1% |
| 3M | +7.6% | -35.3% | +42.9% | +12.5% |
| 6M | -20.1% | -56.2% | +36.2% | -13.3% |
| YTD | +3.0% | -30.7% | +33.7% | +5.7% |
| 1Y | +3.2% | -46.7% | +49.9% | +8.1% |
| 3Y | +48.9% | -61.3% | +110.2% | +47.2% |
| All | +48.9% | -63.1% | +112.0% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling