+156.2%
ALL vs PLUG
-96.6%
+252.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.7% | -0.9% |
| 7D | +4.2% | -4.9% | +9.1% | +4.2% |
| 30D | +18.9% | -27.4% | +46.3% | +18.9% |
| 3M | +1.2% | -35.7% | +36.9% | +1.2% |
| 6M | +23.2% | -59.3% | +82.6% | +23.4% |
| YTD | +30.0% | -31.5% | +61.5% | +29.3% |
| 1Y | +39.6% | -48.9% | +88.5% | +39.3% |
| 3Y | +115.2% | -79.6% | +194.8% | +117.8% |
| 5Y | +156.2% | -96.5% | +252.7% | +180.9% |
| All | +156.2% | -96.6% | +252.9% | +180.9% |
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