+267.6%
B vs PLUG
-98.6%
+366.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -2.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +9.4% | +3.3% | +6.1% | +9.3% |
| 3M | +5.0% | -39.7% | +44.7% | +6.3% |
| 6M | -3.5% | -12.5% | +9.0% | -3.4% |
| YTD | +4.5% | +10.2% | -5.7% | +3.8% |
| 1Y | +67.8% | +50.7% | +17.1% | +65.0% |
| 3Y | +196.7% | -74.5% | +271.2% | +196.1% |
| 5Y | +151.9% | -91.8% | +243.7% | +154.3% |
| 10Y | +202.2% | +43.7% | +158.5% | +186.3% |
| All | +267.6% | -98.6% | +366.2% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling