+7.7%
F vs PLUG
-99.1%
+106.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.5% | +6.4% | -0.4% |
| 7D | +1.4% | -4.9% | +6.3% | +1.8% |
| 30D | +2.0% | -27.4% | +29.5% | +5.0% |
| 3M | -10.4% | -35.7% | +25.4% | -6.8% |
| 6M | +9.7% | -59.3% | +69.0% | +18.5% |
| YTD | -1.2% | -31.5% | +30.3% | +0.1% |
| 1Y | 0.0% | -48.9% | +48.9% | +3.9% |
| 3Y | +41.1% | -79.6% | +120.7% | +43.4% |
| 5Y | -11.4% | -96.5% | +85.1% | +2.7% |
| 10Y | +85.0% | -4.9% | +89.9% | +43.9% |
| All | +7.7% | -99.1% | +106.9% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling