+190.2%
B vs PLUG
+43.7%
+146.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -2.4% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +9.4% | +3.3% | +6.1% | +9.2% |
| 3M | +5.0% | -39.7% | +44.7% | +7.6% |
| 6M | -3.5% | -12.5% | +9.0% | -3.3% |
| YTD | +4.5% | +10.2% | -5.7% | +3.2% |
| 1Y | +67.8% | +50.7% | +17.1% | +62.3% |
| 3Y | +196.7% | -74.5% | +271.2% | +195.7% |
| 5Y | +151.9% | -91.8% | +243.7% | +156.8% |
| All | +190.2% | +43.7% | +146.5% | +167.4% |
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