+46.0%
F vs PLUG
-74.3%
+120.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.4% | +1.2% |
| 7D | +5.3% | -0.9% | +6.2% | +5.4% |
| 30D | +4.6% | +3.3% | +1.3% | +4.3% |
| 3M | -3.7% | -39.7% | +36.1% | +0.3% |
| 6M | +16.8% | -12.5% | +29.3% | +17.3% |
| YTD | +15.3% | +10.2% | +5.1% | +12.7% |
| 1Y | +31.0% | +50.7% | -19.7% | +22.9% |
| All | +46.0% | -74.3% | +120.3% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling