+9.8%
LOW vs PLUG
-91.8%
+101.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +1.1% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -7.0% | +3.3% | -10.4% | -7.3% |
| 3M | -0.9% | -39.7% | +38.8% | +2.3% |
| 6M | -20.1% | -12.5% | -7.6% | -20.4% |
| YTD | -13.9% | +10.2% | -24.1% | -16.3% |
| 1Y | -21.1% | +50.7% | -71.8% | -27.1% |
| 3Y | -6.6% | -74.5% | +67.9% | -4.7% |
| All | +9.8% | -91.8% | +101.6% | +24.0% |
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 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