+479.1%
JPM vs PLUG
+9.6%
+469.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.6% |
| 7D | +1.2% | -2.8% | +4.0% | +1.4% |
| 30D | +2.7% | -18.5% | +21.2% | +3.9% |
| 3M | -4.5% | -35.1% | +30.6% | -2.1% |
| 6M | +14.3% | -56.1% | +70.4% | +19.4% |
| YTD | +8.2% | -30.5% | +38.7% | +8.7% |
| 1Y | +10.0% | -46.5% | +56.5% | +12.2% |
| 3Y | +149.0% | -61.2% | +210.1% | +139.8% |
| 5Y | +131.0% | -96.6% | +227.6% | +160.2% |
| 10Y | +479.1% | +1.5% | +477.6% | +385.0% |
| All | +479.1% | +9.6% | +469.5% | +385.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling