+345.2%
IR vs PLUG
-27.5%
+372.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.2% | +4.3% |
| 7D | +5.0% | +14.5% | -9.5% | +3.6% |
| 30D | +10.3% | -10.7% | +21.0% | +11.4% |
| 3M | -0.1% | -31.2% | +31.1% | +3.3% |
| 6M | +14.8% | -51.9% | +66.7% | +21.8% |
| YTD | +9.7% | -23.9% | +33.6% | +9.3% |
| 1Y | +12.2% | -43.4% | +55.6% | +14.9% |
| 3Y | +30.0% | -74.7% | +104.7% | +27.8% |
| 5Y | +46.8% | -96.3% | +143.1% | +75.6% |
| All | +345.2% | -27.5% | +372.7% | +185.2% |
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