-62.4%
JD vs PLUG
-97.5%
+35.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.5% | +12.0% | +3.0% |
| 7D | -4.1% | -23.4% | +19.3% | -0.6% |
| 30D | +4.6% | -23.4% | +28.1% | +8.2% |
| 3M | -4.7% | -51.7% | +47.0% | +5.0% |
| 6M | -17.4% | -72.0% | +54.6% | -2.2% |
| YTD | +0.7% | -43.7% | +44.4% | +4.4% |
| 1Y | -5.9% | -55.4% | +49.5% | +0.8% |
| 3Y | +18.9% | -68.0% | +86.9% | +11.4% |
| All | -62.4% | -97.5% | +35.1% | -37.4% |
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