+49.1%
ADP vs PLUG
-96.4%
+145.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.5% |
| 7D | +3.2% | +5.8% | -2.6% | +3.0% |
| 30D | +14.9% | -18.5% | +33.4% | +15.8% |
| 3M | +11.6% | -30.0% | +41.6% | +13.0% |
| 6M | +48.5% | -56.2% | +104.7% | +52.8% |
| YTD | +20.6% | -26.4% | +47.0% | +20.2% |
| 1Y | +23.7% | -42.2% | +65.9% | +24.5% |
| 3Y | +47.8% | -76.8% | +124.6% | +49.5% |
| All | +49.1% | -96.4% | +145.5% | +78.8% |
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 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