+371.6%
ALL vs PLUG
-25.0%
+396.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.8% | +0.6% |
| 7D | +5.0% | -23.4% | +28.5% | +5.6% |
| 30D | +13.3% | -23.4% | +36.8% | +13.9% |
| 3M | +3.2% | -51.7% | +54.9% | +4.7% |
| 6M | +25.3% | -72.0% | +97.3% | +28.8% |
| YTD | +30.5% | -43.7% | +74.1% | +30.6% |
| 1Y | +29.2% | -55.4% | +84.6% | +30.2% |
| 3Y | +119.1% | -68.0% | +187.1% | +114.0% |
| 5Y | +162.6% | -97.4% | +260.0% | +183.5% |
| All | +371.6% | -25.0% | +396.6% | +293.0% |
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