+265.0%
C vs PLUG
-74.3%
+339.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.5% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +0.1% | +3.3% | -3.3% | -0.2% |
| 3M | +2.4% | -39.7% | +42.1% | +4.9% |
| 6M | +24.9% | -12.5% | +37.4% | +24.8% |
| YTD | +19.8% | +10.2% | +9.7% | +17.8% |
| 1Y | +44.9% | +50.7% | -5.8% | +39.4% |
| All | +265.0% | -74.3% | +339.3% | +284.6% |
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