+3.8%
MSCI vs PLUG
-96.4%
+100.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.4% | -9.7% | -2.8% |
| 7D | +2.8% | +5.8% | -3.0% | +2.3% |
| 30D | +15.4% | -18.5% | +34.0% | +17.0% |
| 3M | +13.4% | -30.0% | +43.4% | +16.0% |
| 6M | +10.9% | -56.2% | +67.1% | +16.7% |
| YTD | +13.0% | -26.4% | +39.4% | +12.6% |
| 1Y | +12.0% | -42.2% | +54.3% | +13.5% |
| 3Y | +34.1% | -76.8% | +110.9% | +36.1% |
| All | +3.8% | -96.4% | +100.2% | +54.2% |
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