+369.0%
ALL vs PLUG
-2.5%
+371.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | -2.6% | -7.2% | +4.6% | -2.4% |
| 30D | +12.7% | -16.4% | +29.1% | +13.1% |
| 3M | +0.4% | -39.0% | +39.4% | +1.4% |
| 6M | +23.8% | -61.5% | +85.3% | +26.2% |
| YTD | +27.8% | -31.2% | +59.0% | +27.4% |
| 1Y | +28.9% | -46.4% | +75.3% | +29.4% |
| 3Y | +113.9% | -61.6% | +175.5% | +108.2% |
| 5Y | +157.4% | -96.9% | +254.3% | +176.8% |
| 10Y | +369.0% | -7.8% | +376.8% | +291.5% |
| All | +369.0% | -2.5% | +371.5% | +291.5% |
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