+226.8%
LOW vs PLUG
+56.9%
+169.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.1% |
| 7D | +0.4% | +8.1% | -7.8% | -0.2% |
| 30D | -10.1% | +3.7% | -13.8% | -10.4% |
| 3M | -2.9% | -29.2% | +26.3% | -0.6% |
| 6M | -19.4% | +6.1% | -25.5% | -20.9% |
| YTD | -15.4% | +14.7% | -30.2% | -18.2% |
| 1Y | -24.9% | +56.9% | -81.9% | -30.8% |
| 3Y | -7.8% | -71.6% | +63.8% | -9.4% |
| 5Y | +8.4% | -91.0% | +99.4% | +14.1% |
| 10Y | +226.8% | +55.9% | +170.9% | +150.2% |
| All | +226.8% | +56.9% | +169.8% | +150.2% |
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