+12.6%
IR vs PLUG
-48.8%
+61.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.2% | +4.6% |
| 7D | +5.0% | +14.5% | -9.5% | +4.6% |
| 30D | +10.3% | -10.7% | +21.0% | +10.5% |
| 3M | -0.1% | -31.2% | +31.1% | +0.7% |
| 6M | +14.8% | -51.9% | +66.7% | +16.4% |
| YTD | +9.7% | -23.9% | +33.6% | +6.7% |
| All | +12.6% | -48.8% | +61.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling