-4.6%
LYB vs PLUG
-97.5%
+92.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.5% | +11.3% | +1.5% |
| 7D | +6.1% | -23.4% | +29.6% | +7.8% |
| 30D | +5.3% | -23.4% | +28.8% | +6.9% |
| 3M | +4.3% | -51.7% | +56.1% | +9.1% |
| 6M | -10.8% | -72.0% | +61.2% | -3.5% |
| YTD | +53.8% | -43.7% | +97.4% | +56.2% |
| 1Y | +50.5% | -55.4% | +105.9% | +55.2% |
| 3Y | -16.4% | -68.0% | +51.6% | -19.1% |
| All | -4.6% | -97.5% | +92.8% | +4.1% |
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