+1,325.5%
ADP vs PLUG
-99.1%
+1,424.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.5% |
| 7D | +7.4% | -4.9% | +12.3% | +7.6% |
| 30D | +17.1% | -27.4% | +44.5% | +18.6% |
| 3M | +14.4% | -35.7% | +50.2% | +16.5% |
| 6M | +47.9% | -59.3% | +107.2% | +53.0% |
| YTD | +22.1% | -31.5% | +53.6% | +22.5% |
| 1Y | +21.8% | -48.9% | +70.6% | +23.6% |
| 3Y | +50.5% | -79.6% | +130.1% | +50.4% |
| 5Y | +49.6% | -96.5% | +146.0% | +59.1% |
| 10Y | +329.3% | -4.9% | +334.2% | +267.0% |
| All | +1,325.5% | -99.1% | +1,424.7% | +1,070.2% |
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 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