+337.1%
IR vs PLUG
-40.3%
+377.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +1.2% |
| 7D | +4.2% | -8.5% | +12.7% | +5.1% |
| 30D | +8.1% | -20.8% | +28.9% | +10.4% |
| 3M | +0.7% | -46.1% | +46.7% | +6.6% |
| 6M | +16.6% | -65.3% | +81.9% | +27.9% |
| YTD | +7.8% | -37.3% | +45.1% | +9.3% |
| 1Y | +9.9% | -54.8% | +64.7% | +15.0% |
| 3Y | +25.2% | -65.0% | +90.2% | +19.0% |
| 5Y | +46.8% | -97.1% | +143.9% | +80.1% |
| All | +337.1% | -40.3% | +377.5% | +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