+327.1%
NET vs PLUG
-74.3%
+401.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.2% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | -4.8% | +3.3% | -8.1% | -5.0% |
| 3M | +3.8% | -39.7% | +43.5% | +7.6% |
| 6M | +50.0% | -12.5% | +62.5% | +50.1% |
| YTD | +41.5% | +10.2% | +31.3% | +38.3% |
| 1Y | +32.8% | +50.7% | -17.9% | +24.9% |
| All | +327.1% | -74.3% | +401.3% | +387.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling