+50.6%
LYB vs PLUG
-44.1%
+94.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.3% | -4.8% |
| 7D | -6.2% | +2.8% | -9.0% | -6.3% |
| 30D | +6.3% | -22.8% | +29.1% | +7.1% |
| 3M | +4.1% | -32.4% | +36.5% | +5.2% |
| 6M | -15.5% | -53.4% | +37.9% | -13.2% |
| YTD | +50.2% | -25.9% | +76.1% | +49.2% |
| 1Y | +50.6% | -42.1% | +92.7% | +50.9% |
| All | +50.6% | -44.1% | +94.7% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling