+3,653.2%
FIX vs PLUG
+6.6%
+3,646.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.4% | -2.0% | +4.6% |
| 7D | -17.5% | +5.8% | -23.3% | -17.9% |
| 30D | -41.6% | -18.5% | -23.0% | -40.2% |
| 3M | -40.6% | -30.0% | -10.6% | -38.4% |
| 6M | -49.4% | -56.2% | +6.8% | -45.0% |
| YTD | +9.2% | -26.4% | +35.6% | +11.2% |
| 1Y | +6.5% | -42.2% | +48.7% | +10.8% |
| 3Y | +448.7% | -76.8% | +525.6% | +458.6% |
| 5Y | +948.7% | -96.2% | +1,044.9% | +1,138.6% |
| All | +3,653.2% | +6.6% | +3,646.6% | +2,970.1% |
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