+81.0%
F vs PLUG
+25.0%
+56.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.2% |
| 7D | -0.6% | +14.5% | -15.1% | -2.4% |
| 30D | +2.9% | -10.7% | +13.6% | +4.0% |
| 3M | -9.5% | -31.2% | +21.7% | -5.7% |
| 6M | +4.0% | -51.9% | +55.9% | +12.4% |
| YTD | -1.3% | -23.9% | +22.6% | -1.0% |
| 1Y | -1.9% | -43.4% | +41.5% | +1.6% |
| 3Y | +53.5% | -74.7% | +128.2% | +52.6% |
| 5Y | -15.1% | -96.3% | +81.2% | +2.9% |
| 10Y | +81.0% | +20.0% | +61.0% | +58.2% |
| All | +81.0% | +25.0% | +56.0% | +58.2% |
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