+82.5%
O vs PLUG
-2.2%
+84.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +0.6% | -6.8% | +7.4% | +0.9% |
| 30D | +9.4% | -16.0% | +25.5% | +10.2% |
| 3M | -2.4% | -38.7% | +36.4% | -0.2% |
| 6M | -1.9% | -61.4% | +59.5% | +2.3% |
| YTD | +10.5% | -31.0% | +41.4% | +10.6% |
| 1Y | +10.0% | -46.2% | +56.2% | +11.4% |
| 3Y | +40.5% | -61.5% | +101.9% | +36.3% |
| 5Y | +10.2% | -96.9% | +107.1% | +21.0% |
| 10Y | +82.5% | -7.5% | +89.9% | +41.5% |
| All | +82.5% | -2.2% | +84.6% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling