+5.4%
B vs PLUG
-58.9%
+64.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.5% | +9.8% | +0.8% |
| 7D | -7.3% | -23.4% | +16.1% | -3.9% |
| 30D | -3.3% | -23.4% | +20.1% | +0.1% |
| 3M | -7.8% | -51.7% | +44.0% | +1.0% |
| 6M | -15.5% | -72.0% | +56.4% | -3.9% |
| YTD | -12.3% | -43.7% | +31.4% | -1.9% |
| 1Y | +5.4% | -55.4% | +60.8% | +17.1% |
| All | +5.4% | -58.9% | +64.3% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling