+420.4%
FIX vs PLUG
-79.9%
+500.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.5% | -4.0% | -10.8% |
| 7D | -27.2% | -4.9% | -22.3% | -26.9% |
| 30D | -46.9% | -27.4% | -19.5% | -45.3% |
| 3M | -44.4% | -35.7% | -8.7% | -42.1% |
| 6M | -50.9% | -59.3% | +8.4% | -47.0% |
| YTD | +3.5% | -31.5% | +35.0% | +6.6% |
| 1Y | -2.1% | -48.9% | +46.8% | +2.6% |
| All | +420.4% | -79.9% | +500.2% | +430.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling