+0.3%
APA vs PLUG
+6.6%
-6.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.7% |
| 7D | -15.5% | +5.8% | -21.3% | -16.2% |
| 30D | +2.4% | -18.5% | +20.9% | +4.7% |
| 3M | +22.8% | -30.0% | +52.7% | +27.4% |
| 6M | +17.9% | -56.2% | +74.1% | +28.3% |
| YTD | +87.7% | -26.4% | +114.1% | +86.9% |
| 1Y | +94.2% | -42.2% | +136.4% | +98.4% |
| 3Y | +27.2% | -76.8% | +104.0% | +25.6% |
| 5Y | +74.1% | -96.2% | +170.4% | +113.6% |
| All | +0.3% | +6.6% | -6.3% | -30.7% |
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 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