+200.4%
B vs PLUG
-74.3%
+274.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.7% |
| 6M | -3.5% | -12.5% | +9.0% | -3.2% |
| YTD | +4.5% | +10.2% | -5.7% | +2.8% |
| 1Y | +67.8% | +50.7% | +17.1% | +60.4% |
| All | +200.4% | -74.3% | +274.7% | +201.6% |
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