+79.1%
META vs PLUG
-96.6%
+175.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.6% | -3.2% |
| 7D | -3.1% | -4.9% | +1.8% | -2.6% |
| 30D | -18.1% | -27.4% | +9.3% | -15.5% |
| 3M | +2.9% | -35.7% | +38.6% | +7.2% |
| 6M | +0.2% | -59.3% | +59.5% | +8.6% |
| YTD | -8.1% | -31.5% | +23.4% | -7.1% |
| 1Y | -4.5% | -48.9% | +44.3% | -0.9% |
| 3Y | +94.2% | -79.6% | +173.8% | +101.3% |
| 5Y | +79.1% | -96.5% | +175.6% | +165.3% |
| All | +79.1% | -96.6% | +175.7% | +165.3% |
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