+208.8%
C vs PLUG
+9.2%
+199.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.0% | +9.2% | +1.1% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | -5.2% | -18.7% | +13.6% | -3.5% |
| 3M | -9.1% | -35.3% | +26.2% | -5.7% |
| 6M | -1.6% | -56.2% | +54.7% | +5.1% |
| YTD | +6.9% | -30.7% | +37.7% | +8.1% |
| 1Y | +23.0% | -46.7% | +69.6% | +26.9% |
| 3Y | +216.1% | -61.3% | +277.5% | +202.0% |
| 5Y | +112.2% | -96.6% | +208.9% | +149.6% |
| 10Y | +208.8% | +1.1% | +207.7% | +139.5% |
| All | +208.8% | +9.2% | +199.6% | +139.5% |
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