-0.1%
APA vs PLUG
+9.2%
-9.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.0% | +10.3% | +2.4% |
| 7D | -5.5% | -3.2% | -2.4% | -5.3% |
| 30D | -1.2% | -18.7% | +17.6% | +1.0% |
| 3M | +10.6% | -35.3% | +45.9% | +15.7% |
| 6M | +28.4% | -56.2% | +84.7% | +39.5% |
| YTD | +89.7% | -30.7% | +120.5% | +90.2% |
| 1Y | +90.6% | -46.7% | +137.3% | +96.6% |
| 3Y | +36.9% | -61.3% | +98.2% | +26.7% |
| 5Y | +83.2% | -96.6% | +179.8% | +128.0% |
| 10Y | -0.1% | +1.1% | -1.2% | -32.7% |
| All | -0.1% | +9.2% | -9.3% | -32.7% |
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