+368.4%
ALL vs PLUG
+9.2%
+359.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.0% | +11.9% | +3.1% |
| 7D | -0.1% | -3.2% | +3.0% | -0.1% |
| 30D | +13.8% | -18.7% | +32.6% | +14.3% |
| 3M | -2.8% | -35.3% | +32.5% | -1.9% |
| 6M | +23.7% | -56.2% | +79.9% | +25.6% |
| YTD | +27.3% | -30.7% | +58.0% | +26.9% |
| 1Y | +30.5% | -46.7% | +77.2% | +31.1% |
| 3Y | +113.0% | -61.3% | +174.3% | +107.3% |
| 5Y | +157.6% | -96.6% | +254.2% | +175.8% |
| 10Y | +368.4% | +1.1% | +367.3% | +290.2% |
| All | +368.4% | +9.2% | +359.2% | +290.2% |
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 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