-40.1%
C vs PLUG
-99.1%
+58.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.3% |
| 7D | +1.1% | +2.8% | -1.8% | +0.7% |
| 30D | -2.4% | -22.8% | +20.3% | +0.1% |
| 3M | -8.4% | -32.4% | +24.0% | -4.9% |
| 6M | +0.3% | -53.4% | +53.7% | +7.2% |
| YTD | +9.1% | -25.9% | +35.0% | +9.8% |
| 1Y | +26.0% | -42.1% | +68.1% | +29.5% |
| 3Y | +221.2% | -77.9% | +299.1% | +220.9% |
| 5Y | +120.4% | -96.4% | +216.8% | +153.4% |
| 10Y | +250.6% | +2.8% | +247.8% | +141.7% |
| All | -40.1% | -99.1% | +58.9% | -66.8% |
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