+34.2%
DIS vs PLUG
+6.6%
+27.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.4% | -7.8% | -0.9% |
| 7D | +5.2% | +5.8% | -0.6% | +4.7% |
| 30D | +11.5% | -18.5% | +30.0% | +13.0% |
| 3M | +11.5% | -30.0% | +41.5% | +14.1% |
| 6M | +8.9% | -56.2% | +65.1% | +14.7% |
| YTD | +3.4% | -26.4% | +29.8% | +3.4% |
| 1Y | +7.2% | -42.2% | +49.4% | +9.0% |
| 3Y | +43.3% | -76.8% | +120.2% | +42.6% |
| 5Y | -31.4% | -96.2% | +64.8% | -23.2% |
| All | +34.2% | +6.6% | +27.6% | +13.5% |
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