+203.4%
CVX vs PLUG
+6.6%
+196.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -0.6% |
| 7D | -9.7% | +5.8% | -15.6% | -10.1% |
| 30D | +3.6% | -18.5% | +22.2% | +4.7% |
| 3M | +13.3% | -30.0% | +43.3% | +15.3% |
| 6M | +16.9% | -56.2% | +73.1% | +21.6% |
| YTD | +43.4% | -26.4% | +69.8% | +43.1% |
| 1Y | +44.5% | -42.2% | +86.7% | +46.0% |
| 3Y | +64.0% | -76.8% | +140.8% | +62.8% |
| 5Y | +126.4% | -96.2% | +222.6% | +150.0% |
| All | +203.4% | +6.6% | +196.8% | +128.3% |
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