-34.3%
C vs PLUG
-98.6%
+64.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +0.1% | +3.3% | -3.3% | -0.4% |
| 3M | +2.4% | -39.7% | +42.1% | +7.4% |
| 6M | +24.9% | -12.5% | +37.4% | +24.9% |
| YTD | +19.8% | +10.2% | +9.7% | +16.0% |
| 1Y | +44.9% | +50.7% | -5.8% | +32.8% |
| 3Y | +263.0% | -74.5% | +337.5% | +257.5% |
| 5Y | +129.5% | -91.8% | +221.3% | +141.4% |
| 10Y | +291.6% | +43.7% | +247.9% | +160.9% |
| All | -34.3% | -98.6% | +64.4% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling