+40.8%
O vs PLUG
-59.1%
+99.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.7% | +8.7% | +0.2% |
| 7D | +3.5% | -2.8% | +6.4% | +3.6% |
| 30D | +10.4% | -18.5% | +28.9% | +10.8% |
| 3M | -2.4% | -35.1% | +32.6% | -1.7% |
| 6M | -1.2% | -56.1% | +54.9% | 0.0% |
| YTD | +10.4% | -30.5% | +40.9% | +10.2% |
| 1Y | +11.4% | -46.5% | +57.9% | +11.9% |
| All | +40.8% | -59.1% | +99.9% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling