+79.8%
F vs PLUG
+6.6%
+73.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -1.6% |
| 7D | +1.6% | +5.8% | -4.3% | +0.7% |
| 30D | +2.6% | -18.5% | +21.2% | +5.0% |
| 3M | -8.8% | -30.0% | +21.1% | -5.2% |
| 6M | +4.6% | -56.2% | +60.8% | +14.3% |
| YTD | -1.9% | -26.4% | +24.5% | -1.2% |
| 1Y | -0.8% | -42.2% | +41.5% | +2.5% |
| 3Y | +43.5% | -76.8% | +120.3% | +44.4% |
| 5Y | -12.1% | -96.2% | +84.2% | +6.5% |
| All | +79.8% | +6.6% | +73.2% | +58.6% |
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