+166.1%
B vs PLUG
-78.4%
+244.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.1% |
| 7D | +9.6% | +5.8% | +3.8% | +9.0% |
| 30D | +3.5% | -18.5% | +22.1% | +5.1% |
| 3M | -1.6% | -30.0% | +28.4% | +1.1% |
| 6M | -1.7% | -56.2% | +54.5% | +4.1% |
| YTD | -5.3% | -26.4% | +21.1% | -3.9% |
| 1Y | +27.2% | -42.2% | +69.4% | +30.8% |
| 3Y | +166.1% | -76.8% | +242.9% | +174.8% |
| All | +166.1% | -78.4% | +244.5% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling