+25.7%
F vs PLUG
-98.6%
+124.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -3.7% | -39.7% | +36.1% | +0.7% |
| 6M | +16.8% | -12.5% | +29.3% | +17.0% |
| YTD | +15.3% | +10.2% | +5.1% | +11.9% |
| 1Y | +31.0% | +50.7% | -19.7% | +21.1% |
| 3Y | +45.4% | -74.5% | +119.9% | +44.7% |
| 5Y | +54.7% | -91.8% | +146.4% | +65.8% |
| 10Y | +98.2% | +43.7% | +54.5% | +48.2% |
| All | +25.7% | -98.6% | +124.3% | -21.5% |
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