+47.3%
ADP vs PLUG
-96.4%
+143.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -0.6% |
| 7D | +1.1% | +14.5% | -13.4% | +0.5% |
| 30D | +11.5% | -10.7% | +22.2% | +11.9% |
| 3M | +12.0% | -31.2% | +43.2% | +13.6% |
| 6M | +43.8% | -51.9% | +95.7% | +47.4% |
| YTD | +20.1% | -23.9% | +43.9% | +19.5% |
| 1Y | +22.3% | -43.4% | +65.7% | +23.3% |
| 3Y | +43.3% | -74.7% | +118.0% | +43.7% |
| 5Y | +47.3% | -96.3% | +143.7% | +76.3% |
| All | +47.3% | -96.4% | +143.7% | +76.3% |
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