+76.2%
O vs PLUG
-25.0%
+101.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.5% | +9.7% | -0.2% |
| 7D | -0.4% | -23.4% | +23.1% | +0.9% |
| 30D | +7.1% | -23.4% | +30.6% | +8.4% |
| 3M | -5.2% | -51.7% | +46.5% | -2.0% |
| 6M | -1.8% | -72.0% | +70.2% | +4.1% |
| YTD | +9.1% | -43.7% | +52.7% | +10.3% |
| 1Y | +9.7% | -55.4% | +65.1% | +12.2% |
| 3Y | +39.1% | -68.0% | +107.2% | +36.1% |
| 5Y | +8.4% | -97.4% | +105.8% | +20.0% |
| All | +76.2% | -25.0% | +101.2% | +35.9% |
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