+325.3%
IR vs PLUG
-30.0%
+355.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.4% | -6.0% | +0.7% |
| 7D | +3.7% | +5.8% | -2.2% | +3.0% |
| 30D | +7.4% | -18.5% | +26.0% | +9.5% |
| 3M | -5.9% | -30.0% | +24.0% | -2.9% |
| 6M | +5.6% | -56.2% | +61.8% | +13.1% |
| YTD | +4.8% | -26.4% | +31.2% | +4.8% |
| 1Y | +6.9% | -42.2% | +49.2% | +9.2% |
| 3Y | +27.6% | -76.8% | +104.4% | +26.8% |
| 5Y | +45.8% | -96.2% | +142.0% | +73.7% |
| All | +325.3% | -30.0% | +355.2% | +173.3% |
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