+374.8%
ALL vs PLUG
+6.6%
+368.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.4% | -11.9% | -4.6% |
| 7D | -1.9% | +5.8% | -7.8% | -2.1% |
| 30D | +13.8% | -18.5% | +32.3% | +14.3% |
| 3M | -7.0% | -30.0% | +23.0% | -6.4% |
| 6M | +18.0% | -56.2% | +74.2% | +20.0% |
| YTD | +24.2% | -26.4% | +50.6% | +23.7% |
| 1Y | +31.2% | -42.2% | +73.4% | +31.5% |
| 3Y | +107.5% | -76.8% | +184.4% | +106.8% |
| 5Y | +144.8% | -96.2% | +241.0% | +161.2% |
| All | +374.8% | +6.6% | +368.1% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling