+112.5%
NET vs PLUG
-91.8%
+204.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.6% |
| 7D | -7.0% | -0.9% | -6.1% | -6.8% |
| 30D | -4.8% | +3.3% | -8.1% | -5.6% |
| 3M | +3.8% | -39.7% | +43.5% | +15.5% |
| 6M | +50.0% | -12.5% | +62.5% | +49.4% |
| YTD | +41.5% | +10.2% | +31.3% | +30.6% |
| 1Y | +32.8% | +50.7% | -17.9% | +5.8% |
| 3Y | +335.9% | -74.5% | +410.4% | +363.5% |
| All | +112.5% | -91.8% | +204.3% | +308.1% |
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