+379.6%
META vs PLUG
+43.7%
+335.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.7% |
| 7D | +6.7% | -0.9% | +7.6% | +6.8% |
| 30D | +4.8% | +3.3% | +1.4% | +4.3% |
| 3M | -1.6% | -39.7% | +38.1% | +2.6% |
| 6M | -7.5% | -12.5% | +5.0% | -7.5% |
| YTD | -6.4% | +10.2% | -16.5% | -9.2% |
| 1Y | -17.3% | +50.7% | -68.0% | -24.1% |
| 3Y | +109.9% | -74.5% | +184.4% | +108.6% |
| 5Y | +65.4% | -91.8% | +157.1% | +80.3% |
| All | +379.6% | +43.7% | +335.9% | +290.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling