+206.6%
C vs PLUG
-79.9%
+286.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.5% | +2.5% | -4.7% |
| 7D | -5.3% | -4.9% | -0.4% | -5.1% |
| 30D | -7.3% | -27.4% | +20.1% | -5.9% |
| 3M | -13.5% | -35.7% | +22.2% | -11.7% |
| 6M | -6.5% | -59.3% | +52.9% | -2.9% |
| YTD | +3.6% | -31.5% | +35.1% | +4.4% |
| 1Y | +18.9% | -48.9% | +67.8% | +21.1% |
| All | +206.6% | -79.9% | +286.4% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling