+186.7%
B vs PLUG
+6.6%
+180.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | +0.1% |
| 7D | +9.6% | +5.8% | +3.8% | +9.2% |
| 30D | +3.5% | -18.5% | +22.1% | +4.6% |
| 3M | -1.6% | -30.0% | +28.4% | +0.2% |
| 6M | -1.7% | -56.2% | +54.5% | +2.3% |
| YTD | -5.3% | -26.4% | +21.1% | -4.5% |
| 1Y | +27.2% | -42.2% | +69.4% | +29.5% |
| 3Y | +166.1% | -76.8% | +242.9% | +168.0% |
| 5Y | +136.5% | -96.2% | +232.7% | +148.3% |
| All | +186.7% | +6.6% | +180.0% | +171.5% |
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