+48.4%
IR vs PLUG
-91.8%
+140.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +1.0% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -15.1% | +3.3% | -18.5% | -15.5% |
| 3M | +6.1% | -39.7% | +45.8% | +10.2% |
| 6M | -16.8% | -12.5% | -4.3% | -17.1% |
| YTD | -3.5% | +10.2% | -13.7% | -6.7% |
| 1Y | -3.5% | +50.7% | -54.2% | -11.4% |
| 3Y | +9.5% | -74.5% | +84.0% | +12.0% |
| All | +48.4% | -91.8% | +140.2% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling