+32.6%
NET vs PLUG
-96.5%
+129.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.4% |
| 7D | -16.4% | +2.8% | -19.2% | -16.8% |
| 30D | -25.8% | -22.8% | -3.1% | -21.5% |
| 3M | -11.5% | -32.4% | +20.9% | -3.9% |
| 6M | +18.9% | -53.4% | +72.3% | +37.7% |
| YTD | +35.2% | -25.9% | +61.1% | +35.9% |
| 1Y | +14.5% | -42.1% | +56.5% | +20.7% |
| 3Y | +313.8% | -77.9% | +391.8% | +323.7% |
| 5Y | +32.6% | -96.4% | +128.9% | +237.1% |
| All | +32.6% | -96.5% | +129.0% | +237.1% |
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 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