+207.0%
C vs PLUG
-25.0%
+232.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.4% | +0.9% |
| 7D | +4.2% | -23.4% | +27.6% | +6.6% |
| 30D | +2.0% | -23.4% | +25.4% | +4.3% |
| 3M | -10.1% | -51.7% | +41.6% | -4.2% |
| 6M | +1.0% | -72.0% | +73.0% | +12.5% |
| YTD | +8.5% | -43.7% | +52.1% | +11.7% |
| 1Y | +25.7% | -55.4% | +81.2% | +31.9% |
| 3Y | +216.0% | -68.0% | +284.0% | +206.8% |
| 5Y | +112.3% | -97.4% | +209.7% | +156.6% |
| All | +207.0% | -25.0% | +232.0% | +148.5% |
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