+49.6%
ADP vs PLUG
-96.6%
+146.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.5% |
| 7D | +7.4% | -4.9% | +12.3% | +7.5% |
| 30D | +17.1% | -27.4% | +44.5% | +18.5% |
| 3M | +14.4% | -35.7% | +50.2% | +16.3% |
| 6M | +47.9% | -59.3% | +107.2% | +52.7% |
| YTD | +22.1% | -31.5% | +53.6% | +22.0% |
| 1Y | +21.8% | -48.9% | +70.6% | +23.3% |
| 3Y | +50.5% | -79.6% | +130.1% | +53.7% |
| 5Y | +49.6% | -96.5% | +146.0% | +76.2% |
| All | +49.6% | -96.6% | +146.2% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling