+269.1%
BLK vs PLUG
+54.0%
+215.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.6% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -7.0% | -5.0% | -2.1% | -6.7% |
| 3M | +5.7% | -26.2% | +31.9% | +8.2% |
| 6M | +11.0% | -0.5% | +11.5% | +9.5% |
| YTD | +0.9% | +7.1% | -6.2% | -2.0% |
| 1Y | -1.6% | +46.5% | -48.1% | -9.1% |
| 3Y | +64.5% | -73.5% | +138.0% | +63.0% |
| 5Y | +30.9% | -91.3% | +122.1% | +40.3% |
| All | +269.1% | +54.0% | +215.1% | +188.9% |
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