+500.0%
APP vs PLUG
-95.0%
+595.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.4% | +2.5% | +8.5% |
| 7D | +71.2% | +5.8% | +65.4% | +68.9% |
| 30D | +39.1% | -18.5% | +57.6% | +44.2% |
| 3M | +16.5% | -30.0% | +46.5% | +23.8% |
| 6M | -16.6% | -56.2% | +39.6% | -4.3% |
| YTD | -41.9% | -26.4% | -15.5% | -40.8% |
| 1Y | -37.0% | -42.2% | +5.2% | -33.3% |
| 3Y | +892.4% | -76.8% | +969.3% | +897.1% |
| 5Y | +297.3% | -96.2% | +393.5% | +611.2% |
| All | +500.0% | -95.0% | +595.0% | +860.7% |
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