+893.6%
QCOM vs PLUG
-98.6%
+992.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -30.1% | -39.7% | +9.7% | -26.6% |
| 6M | +22.8% | -12.5% | +35.3% | +23.3% |
| YTD | +0.2% | +10.2% | -10.0% | -2.5% |
| 1Y | +7.9% | +50.7% | -42.8% | -0.1% |
| 3Y | +55.8% | -74.5% | +130.3% | +55.3% |
| 5Y | +30.1% | -91.8% | +121.9% | +39.5% |
| 10Y | +248.9% | +43.7% | +205.2% | +157.1% |
| All | +893.6% | -98.6% | +992.2% | +798.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling