+47.9%
IR vs PLUG
-96.5%
+144.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -0.4% |
| 7D | +1.5% | -3.2% | +4.7% | +1.8% |
| 30D | +9.0% | -18.7% | +27.8% | +10.8% |
| 3M | -0.9% | -35.3% | +34.4% | +2.5% |
| 6M | +13.4% | -56.2% | +69.7% | +20.2% |
| YTD | +8.5% | -30.7% | +39.2% | +8.8% |
| 1Y | +11.3% | -46.7% | +57.9% | +14.0% |
| 3Y | +26.0% | -61.3% | +87.3% | +18.9% |
| 5Y | +47.9% | -96.6% | +144.5% | +95.0% |
| All | +47.9% | -96.5% | +144.3% | +95.0% |
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