+1,612.4%
ALL vs PLUG
-98.6%
+1,711.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.5% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -1.5% | +3.3% | -4.8% | -1.8% |
| 3M | +23.6% | -39.7% | +63.3% | +26.8% |
| 6M | +22.3% | -12.5% | +34.8% | +21.9% |
| YTD | +26.5% | +10.2% | +16.4% | +23.5% |
| 1Y | +27.0% | +50.7% | -23.7% | +19.9% |
| 3Y | +149.6% | -74.5% | +224.1% | +145.2% |
| 5Y | +118.1% | -91.8% | +209.9% | +122.5% |
| 10Y | +369.0% | +43.7% | +325.3% | +247.3% |
| All | +1,612.4% | -98.6% | +1,711.0% | +935.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling