+207.2%
CVX vs PLUG
+56.9%
+150.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.3% |
| 7D | -0.6% | +8.1% | -8.7% | -1.0% |
| 30D | +13.4% | +3.7% | +9.8% | +13.1% |
| 3M | +11.8% | -29.2% | +41.0% | +13.8% |
| 6M | +12.4% | +6.1% | +6.3% | +10.9% |
| YTD | +41.5% | +14.7% | +26.8% | +38.0% |
| 1Y | +41.6% | +56.9% | -15.3% | +33.2% |
| 3Y | +42.2% | -71.6% | +113.9% | +40.3% |
| 5Y | +166.0% | -91.0% | +257.0% | +175.1% |
| 10Y | +207.2% | +55.9% | +151.4% | +126.5% |
| All | +207.2% | +56.9% | +150.3% | +126.5% |
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