+67.3%
F vs PLUG
-25.0%
+92.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +1.4% |
| 7D | -3.1% | -23.4% | +20.3% | -0.1% |
| 30D | 0.0% | -23.4% | +23.5% | +2.9% |
| 3M | -13.2% | -51.7% | +38.5% | -5.7% |
| 6M | -10.2% | -72.0% | +61.8% | +3.4% |
| YTD | -4.9% | -43.7% | +38.7% | -1.3% |
| 1Y | -6.1% | -55.4% | +49.3% | 0.0% |
| 3Y | +46.0% | -68.0% | +114.0% | +41.9% |
| 5Y | -15.7% | -97.4% | +81.7% | +6.5% |
| All | +67.3% | -25.0% | +92.3% | +61.8% |
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