+8.9%
F vs PLUG
-99.1%
+108.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.6% |
| 7D | +6.0% | +2.8% | +3.2% | +5.7% |
| 30D | +4.3% | -22.8% | +27.0% | +6.7% |
| 3M | -10.1% | -32.4% | +22.3% | -6.9% |
| 6M | +12.8% | -53.4% | +66.1% | +20.3% |
| YTD | -0.1% | -25.9% | +25.8% | +0.5% |
| 1Y | +3.7% | -42.1% | +45.7% | +6.4% |
| 3Y | +42.7% | -77.9% | +120.6% | +43.9% |
| 5Y | -11.0% | -96.4% | +85.3% | +2.8% |
| 10Y | +87.0% | +2.8% | +84.2% | +44.4% |
| All | +8.9% | -99.1% | +108.0% | -29.5% |
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