+62.8%
META vs PLUG
-91.8%
+154.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 6M | -7.5% | -12.5% | +5.0% | -7.6% |
| YTD | -6.4% | +10.2% | -16.5% | -9.6% |
| 1Y | -17.3% | +50.7% | -68.0% | -25.4% |
| 3Y | +109.9% | -74.5% | +184.4% | +118.4% |
| All | +62.8% | -91.8% | +154.6% | +111.7% |
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