+9.9%
IR vs PLUG
-51.2%
+61.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +0.6% |
| 7D | +4.2% | -8.5% | +12.7% | +4.6% |
| 30D | +8.1% | -20.8% | +28.9% | +8.8% |
| 3M | +0.7% | -46.1% | +46.7% | +2.3% |
| 6M | +16.6% | -65.3% | +81.9% | +19.7% |
| YTD | +7.8% | -37.3% | +45.1% | +5.4% |
| 1Y | +9.9% | -54.8% | +64.7% | +13.0% |
| All | +9.9% | -51.2% | +61.1% | +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