+82.7%
O vs PLUG
+9.2%
+73.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.0% | +9.1% | +0.5% |
| 7D | +3.5% | -3.2% | +6.7% | +3.7% |
| 30D | +10.4% | -18.7% | +29.2% | +11.4% |
| 3M | -2.4% | -35.3% | +32.9% | -0.5% |
| 6M | -1.2% | -56.2% | +55.0% | +2.3% |
| YTD | +10.4% | -30.7% | +41.1% | +10.6% |
| 1Y | +11.4% | -46.7% | +58.1% | +13.0% |
| 3Y | +40.4% | -61.3% | +101.7% | +36.2% |
| 5Y | +12.1% | -96.6% | +108.7% | +22.5% |
| 10Y | +82.7% | +1.1% | +81.6% | +44.0% |
| All | +82.7% | +9.2% | +73.5% | +44.0% |
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