+16.3%
FIX vs PLUG
-51.0%
+67.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.8% | +6.0% | -0.6% |
| 7D | +17.0% | -8.1% | +25.2% | +19.4% |
| 30D | -30.6% | -20.5% | -10.1% | -26.8% |
| 3M | -35.0% | -45.9% | +10.8% | -25.8% |
| 6M | -44.0% | -65.2% | +21.2% | -31.4% |
| YTD | +21.1% | -37.1% | +58.2% | +31.3% |
| 1Y | +16.3% | -54.6% | +70.8% | +30.8% |
| All | +16.3% | -51.0% | +67.2% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling