+404.3%
META vs PLUG
+6.6%
+397.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.4% | -6.6% | +0.2% |
| 7D | -0.8% | +5.8% | -6.6% | -1.3% |
| 30D | -15.4% | -18.5% | +3.1% | -13.9% |
| 3M | +3.5% | -30.0% | +33.5% | +6.6% |
| 6M | -0.3% | -56.2% | +55.9% | +6.4% |
| YTD | -7.3% | -26.4% | +19.1% | -6.9% |
| 1Y | -1.1% | -42.2% | +41.1% | +1.2% |
| 3Y | +95.1% | -76.8% | +171.9% | +94.2% |
| 5Y | +80.6% | -96.2% | +176.8% | +110.7% |
| All | +404.3% | +6.6% | +397.7% | +324.1% |
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 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