+823.0%
QCOM vs PLUG
-99.1%
+922.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.5% | -2.0% | -8.7% |
| 7D | -15.5% | -4.9% | -10.5% | -15.0% |
| 30D | -13.4% | -27.4% | +14.0% | -10.6% |
| 3M | 0.0% | -35.7% | +35.8% | +4.5% |
| 6M | -15.2% | -59.3% | +44.1% | -7.7% |
| YTD | -6.9% | -31.5% | +24.5% | -5.0% |
| 1Y | -11.0% | -48.9% | +37.9% | -6.8% |
| 3Y | +39.8% | -79.6% | +119.4% | +42.9% |
| 5Y | +7.2% | -96.5% | +103.7% | +25.2% |
| 10Y | +207.7% | -4.9% | +212.6% | +136.9% |
| All | +823.0% | -99.1% | +922.2% | +775.6% |
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 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