-57.1%
JD vs PLUG
-96.4%
+39.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.4% | -5.8% | +0.6% |
| 7D | +13.4% | +5.8% | +7.5% | +12.2% |
| 30D | +7.7% | -18.5% | +26.2% | +10.7% |
| 3M | -11.3% | -30.0% | +18.7% | -7.2% |
| 6M | -5.1% | -56.2% | +51.0% | +5.3% |
| YTD | +5.0% | -26.4% | +31.4% | +5.1% |
| 1Y | -5.6% | -42.2% | +36.6% | -2.5% |
| 3Y | +17.8% | -76.8% | +94.6% | +20.2% |
| All | -57.1% | -96.4% | +39.3% | -27.1% |
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