+5.6%
LOW vs PLUG
-96.4%
+102.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.7% |
| 7D | +7.4% | +5.8% | +1.6% | +6.9% |
| 30D | +24.5% | -18.5% | +43.0% | +26.0% |
| 3M | +3.5% | -30.0% | +33.4% | +5.7% |
| 6M | -2.6% | -56.2% | +53.6% | +2.2% |
| YTD | -4.8% | -26.4% | +21.6% | -5.1% |
| 1Y | -0.8% | -42.2% | +41.4% | +0.5% |
| 3Y | +22.8% | -76.8% | +99.6% | +23.7% |
| All | +5.6% | -96.4% | +102.0% | +32.2% |
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 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