-0.9%
APA vs PLUG
+25.0%
-25.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.6% | -0.6% |
| 7D | -8.7% | +14.5% | -23.3% | -10.4% |
| 30D | -2.4% | -10.7% | +8.3% | -1.3% |
| 3M | +19.0% | -31.2% | +50.2% | +23.7% |
| 6M | +26.8% | -51.9% | +78.7% | +36.3% |
| YTD | +87.3% | -23.9% | +111.2% | +85.8% |
| 1Y | +92.3% | -43.4% | +135.7% | +97.1% |
| 3Y | +37.3% | -74.7% | +112.0% | +33.7% |
| 5Y | +73.2% | -96.3% | +169.5% | +113.7% |
| 10Y | -0.9% | +20.0% | -20.9% | -31.9% |
| All | -0.9% | +25.0% | -25.9% | -31.9% |
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 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