+24.8%
LOW vs PLUG
-66.9%
+91.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.5% |
| 7D | +1.4% | -23.4% | +24.9% | +2.4% |
| 30D | +21.7% | -23.4% | +45.1% | +22.8% |
| 3M | +5.0% | -51.7% | +56.8% | +7.7% |
| 6M | +4.6% | -72.0% | +76.6% | +9.3% |
| YTD | -3.5% | -43.7% | +40.2% | -2.9% |
| 1Y | +0.5% | -55.4% | +56.0% | +2.1% |
| 3Y | +24.8% | -68.0% | +92.8% | +23.6% |
| All | +24.8% | -66.9% | +91.7% | +23.6% |
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