+154.8%
APA vs PLUG
-91.8%
+246.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.5% |
| 7D | +0.5% | -0.9% | +1.5% | +0.6% |
| 30D | +23.4% | +3.3% | +20.1% | +22.8% |
| 3M | +12.7% | -39.7% | +52.4% | +17.7% |
| 6M | +39.4% | -12.5% | +51.9% | +38.7% |
| YTD | +79.0% | +10.2% | +68.8% | +72.1% |
| 1Y | +88.8% | +50.7% | +38.1% | +71.5% |
| 3Y | +6.4% | -74.5% | +80.9% | +8.0% |
| All | +154.8% | -91.8% | +246.6% | +184.7% |
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 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