+43.8%
IR vs PLUG
-96.6%
+140.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.8% | -2.1% |
| 7D | +2.3% | -4.9% | +7.2% | +2.7% |
| 30D | +3.3% | -27.4% | +30.8% | +6.0% |
| 3M | -9.0% | -35.7% | +26.7% | -5.9% |
| 6M | +8.0% | -59.3% | +67.3% | +15.3% |
| YTD | +3.4% | -31.5% | +34.9% | +3.8% |
| 1Y | +4.5% | -48.9% | +53.4% | +7.5% |
| 3Y | +25.6% | -79.6% | +105.2% | +28.7% |
| 5Y | +43.8% | -96.5% | +140.3% | +88.1% |
| All | +43.8% | -96.6% | +140.4% | +88.1% |
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