+25.6%
BIL vs PLUG
+6.6%
+19.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.4% | -7.4% | 0.0% |
| 7D | -0.3% | +5.8% | -6.1% | -0.3% |
| 30D | 0.0% | -18.5% | +18.5% | 0.0% |
| 3M | +0.6% | -30.0% | +30.6% | +0.6% |
| 6M | +1.5% | -56.2% | +57.7% | +1.5% |
| YTD | +2.8% | -26.4% | +29.1% | +2.7% |
| 1Y | +3.3% | -42.2% | +45.6% | +3.3% |
| 3Y | +13.5% | -76.8% | +90.3% | +13.5% |
| 5Y | +19.8% | -96.2% | +116.0% | +19.8% |
| All | +25.6% | +6.6% | +19.0% | +25.7% |
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