+122.2%
ALL vs PLUG
-91.8%
+214.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.3% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | -1.5% | +3.3% | -4.8% | -1.5% |
| 3M | +23.6% | -39.7% | +63.3% | +23.9% |
| 6M | +22.3% | -12.5% | +34.8% | +22.1% |
| YTD | +26.5% | +10.2% | +16.4% | +25.9% |
| 1Y | +27.0% | +50.7% | -23.7% | +25.4% |
| 3Y | +149.6% | -74.5% | +224.1% | +155.6% |
| All | +122.2% | -91.8% | +214.0% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling