+78.2%
O vs PLUG
+25.0%
+53.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.7% | +0.6% |
| 7D | +3.3% | +14.5% | -11.2% | +2.6% |
| 30D | +10.3% | -10.7% | +21.1% | +10.8% |
| 3M | -3.5% | -31.2% | +27.7% | -1.8% |
| 6M | -1.3% | -51.9% | +50.6% | +1.7% |
| YTD | +10.3% | -23.9% | +34.2% | +10.0% |
| 1Y | +10.4% | -43.4% | +53.8% | +11.6% |
| 3Y | +40.0% | -74.7% | +114.7% | +39.0% |
| 5Y | +12.4% | -96.3% | +108.7% | +22.2% |
| 10Y | +78.2% | +20.0% | +58.2% | +41.0% |
| All | +78.2% | +25.0% | +53.2% | +41.0% |
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 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