+316.2%
BLK vs PLUG
-16.6%
+332.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.2% | +8.4% | +0.1% |
| 7D | +3.9% | -8.5% | +12.4% | +4.7% |
| 30D | +14.1% | -20.8% | +34.9% | +16.4% |
| 3M | +5.3% | -46.1% | +51.4% | +11.1% |
| 6M | +12.6% | -65.3% | +77.9% | +22.9% |
| YTD | +15.5% | -37.3% | +52.8% | +17.6% |
| 1Y | +13.6% | -54.8% | +68.4% | +18.9% |
| 3Y | +95.6% | -65.0% | +160.6% | +88.5% |
| 5Y | +41.4% | -97.1% | +138.5% | +68.4% |
| All | +316.2% | -16.6% | +332.7% | +250.1% |
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 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