+222.7%
B vs PLUG
-2.5%
+225.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -2.7% | -7.2% | +4.5% | -2.3% |
| 30D | -4.3% | -16.4% | +12.0% | -3.4% |
| 3M | -2.3% | -39.0% | +36.7% | +0.3% |
| 6M | -16.2% | -61.5% | +45.3% | -12.2% |
| YTD | -8.8% | -31.2% | +22.4% | -7.7% |
| 1Y | +11.4% | -46.4% | +57.8% | +13.9% |
| 3Y | +174.3% | -61.6% | +235.9% | +172.6% |
| 5Y | +116.2% | -96.9% | +213.0% | +129.6% |
| 10Y | +222.7% | -7.8% | +230.6% | +187.1% |
| All | +222.7% | -2.5% | +225.3% | +187.1% |
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