-9.5%
JD vs PLUG
-74.3%
+64.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.6% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -13.2% | +3.3% | -16.5% | -13.5% |
| 3M | -3.2% | -39.7% | +36.5% | +1.0% |
| 6M | +15.2% | -12.5% | +27.7% | +15.1% |
| YTD | +2.0% | +10.2% | -8.2% | -1.1% |
| 1Y | -5.4% | +50.7% | -56.1% | -13.0% |
| All | -9.5% | -74.3% | +64.7% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling