+492.6%
GEV vs PLUG
-55.4%
+548.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.3% |
| 7D | -9.8% | +5.8% | -15.6% | -10.4% |
| 30D | -22.3% | -18.5% | -3.8% | -20.7% |
| 3M | -22.6% | -30.0% | +7.4% | -19.8% |
| 6M | -30.7% | -56.2% | +25.5% | -25.3% |
| YTD | +18.7% | -26.4% | +45.1% | +21.0% |
| 1Y | +41.0% | -42.2% | +83.3% | +46.4% |
| All | +492.6% | -55.4% | +548.0% | +562.8% |
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