+287.5%
CAH vs PLUG
+53.3%
+234.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -5.1% | -3.2% | -1.9% | -5.0% |
| 30D | +0.2% | -8.3% | +8.5% | +0.4% |
| 3M | +6.3% | -25.8% | +32.1% | +6.9% |
| 6M | +9.4% | -5.8% | +15.2% | +9.1% |
| YTD | +15.0% | +6.6% | +8.4% | +13.9% |
| 1Y | +55.4% | +39.1% | +16.4% | +51.4% |
| 3Y | +173.8% | -73.7% | +247.5% | +174.5% |
| 5Y | +395.2% | -91.3% | +486.5% | +410.0% |
| All | +287.5% | +53.3% | +234.2% | +212.8% |
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 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