+340.0%
IR vs PLUG
-34.1%
+374.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -0.3% |
| 7D | +1.5% | -3.2% | +4.7% | +1.8% |
| 30D | +9.0% | -18.7% | +27.8% | +11.1% |
| 3M | -0.9% | -35.3% | +34.4% | +3.1% |
| 6M | +13.4% | -56.2% | +69.7% | +21.5% |
| YTD | +8.5% | -30.7% | +39.2% | +9.0% |
| 1Y | +11.3% | -46.7% | +57.9% | +14.5% |
| 3Y | +26.0% | -61.3% | +87.3% | +18.7% |
| 5Y | +47.9% | -96.6% | +144.5% | +78.2% |
| All | +340.0% | -34.1% | +374.0% | +184.4% |
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